+518.8%
GEV vs PR
+44.7%
+474.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.5% |
| 7D | -3.0% | -0.5% | -2.5% | -2.8% |
| 30D | -18.9% | -4.6% | -14.3% | -17.7% |
| 3M | -20.1% | +4.7% | -24.8% | -21.8% |
| 6M | -24.6% | +12.4% | -37.0% | -28.8% |
| YTD | +24.0% | +62.9% | -38.9% | -2.5% |
| 1Y | +40.6% | +70.6% | -29.9% | +7.7% |
| All | +518.8% | +44.7% | +474.0% | +393.1% |
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