+52.4%
GEV vs PNR
-31.2%
+83.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.3% | -12.6% | -9.7% |
| 7D | -5.1% | +11.9% | -17.0% | -6.9% |
| 30D | -15.8% | +37.1% | -53.0% | -20.3% |
| 3M | -18.2% | +5.7% | -23.9% | -18.6% |
| 6M | -22.4% | -5.7% | -16.7% | -19.8% |
| YTD | +27.7% | -29.8% | +57.5% | +39.9% |
| 1Y | +52.4% | -31.8% | +84.2% | +64.2% |
| All | +52.4% | -31.2% | +83.5% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling