+534.9%
GEV vs PR
+39.5%
+495.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.1% | +8.2% | +7.5% |
| 7D | -3.8% | -12.4% | +8.6% | +0.6% |
| 30D | -17.4% | -6.6% | -10.9% | -15.6% |
| 3M | -16.2% | +7.5% | -23.7% | -18.9% |
| 6M | -20.2% | +10.8% | -31.0% | -24.4% |
| YTD | +27.2% | +57.0% | -29.8% | +1.3% |
| 1Y | +44.6% | +67.9% | -23.4% | +10.9% |
| All | +534.9% | +39.5% | +495.4% | +412.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling