+8.2%
GD vs PNR
-31.2%
+39.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -2.9% |
| 7D | +3.0% | +11.9% | -8.9% | +1.9% |
| 30D | +10.5% | +37.1% | -26.6% | +7.1% |
| 3M | -5.0% | +5.7% | -10.7% | -5.6% |
| 6M | +5.5% | -5.7% | +11.2% | +5.4% |
| YTD | +10.3% | -29.8% | +40.1% | +12.8% |
| 1Y | +8.2% | -31.8% | +39.9% | +11.2% |
| All | +8.2% | -31.2% | +39.3% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling