+620.7%
GEV vs PR
+50.5%
+570.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | +3.3% | +2.9% | +0.4% | +2.2% |
| 30D | -7.5% | +18.0% | -25.5% | -12.9% |
| 3M | -2.2% | +16.9% | -19.0% | -8.2% |
| 6M | +12.1% | +28.2% | -16.1% | -0.3% |
| YTD | +44.4% | +69.3% | -24.9% | +12.6% |
| 1Y | +57.7% | +69.5% | -11.8% | +22.0% |
| All | +620.7% | +50.5% | +570.2% | +469.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling