+13.4%
GD vs PNR
-43.1%
+56.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -5.3% | -2.4% | -2.9% | -5.0% |
| 30D | -6.4% | -12.8% | +6.3% | -5.0% |
| 3M | +5.7% | -17.0% | +22.7% | +7.5% |
| 6M | -0.9% | -37.4% | +36.5% | +4.4% |
| YTD | +8.2% | -41.6% | +49.8% | +14.9% |
| 1Y | +13.4% | -44.6% | +58.0% | +23.8% |
| All | +13.4% | -43.1% | +56.5% | +23.8% |
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