+526.6%
GEV vs PR
+47.6%
+479.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.6% |
| 7D | +6.2% | +6.7% | -0.5% | +3.9% |
| 30D | -18.4% | -6.1% | -12.3% | -16.8% |
| 3M | -21.2% | +6.9% | -28.1% | -23.5% |
| 6M | -23.6% | +14.6% | -38.2% | -28.3% |
| YTD | +25.5% | +66.1% | -40.6% | -1.9% |
| 1Y | +42.6% | +77.0% | -34.4% | +7.5% |
| All | +526.6% | +47.6% | +479.0% | +396.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling