The port defines TEST_DEPENDS which implies that the 'test' target should work, but it is broken:
$ make test
===> Testing for py27-gevent-1.3.6
===> py27-gevent-1.3.6 depends on package: py27-sqlite3>=0 - found
===> py27-gevent-1.3.6 depends on file: /usr/local/bin/python2.7 - found
cd: /usr/ports/devel/py-gevent/work-py27/gevent-1.3.6/greentest: No such file or directory
*** Error code 2
Is this still relevant?