+632.4%
GEV vs PNR
-30.2%
+662.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +1.6% | -6.0% | +7.7% | +4.8% |
| 30D | -7.9% | -14.0% | +6.0% | -0.9% |
| 3M | +5.6% | -21.7% | +27.3% | +17.6% |
| 6M | +13.1% | -37.3% | +50.3% | +44.2% |
| YTD | +46.7% | -45.1% | +91.9% | +100.8% |
| 1Y | +51.3% | -49.1% | +100.4% | +119.1% |
| All | +632.4% | -30.2% | +662.6% | +703.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling