+492.6%
GEV vs PR
+41.0%
+451.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | -0.2% |
| 7D | -9.8% | -16.4% | +6.6% | -4.3% |
| 30D | -22.3% | -1.9% | -20.4% | -21.9% |
| 3M | -22.6% | +8.0% | -30.5% | -25.1% |
| 6M | -30.7% | +4.1% | -34.8% | -32.6% |
| YTD | +18.7% | +58.7% | -40.0% | -5.8% |
| 1Y | +41.0% | +75.8% | -34.8% | +6.0% |
| All | +492.6% | +41.0% | +451.6% | +376.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling