-30.7%
GEV vs PR
+3.7%
-34.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.5% |
| 7D | -9.8% | -16.4% | +6.6% | -11.0% |
| 30D | -22.3% | -1.9% | -20.4% | -21.5% |
| 3M | -22.6% | +8.0% | -30.5% | -20.4% |
| 6M | -30.7% | +4.1% | -34.8% | -25.9% |
| All | -30.7% | +3.7% | -34.4% | -25.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling