+57.7%
GEV vs PNR
-43.1%
+100.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.3% | -2.4% | +5.7% | +3.8% |
| 30D | -7.5% | -12.8% | +5.3% | -4.9% |
| 3M | -2.2% | -17.0% | +14.8% | +2.0% |
| 6M | +12.1% | -37.4% | +49.5% | +26.2% |
| YTD | +44.4% | -41.6% | +86.0% | +63.3% |
| 1Y | +57.7% | -44.6% | +102.3% | +80.0% |
| All | +57.7% | -43.1% | +100.7% | +80.0% |
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