+165.2%
GD vs PNR
+99.2%
+66.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +8.6% | +31.7% | -23.1% | -2.2% |
| 3M | -7.1% | +2.6% | -9.7% | -8.4% |
| 6M | +7.5% | -6.4% | +13.8% | +8.4% |
| YTD | +9.9% | -33.4% | +43.4% | +24.8% |
| 1Y | +7.6% | -35.1% | +42.6% | +23.2% |
| 3Y | +56.2% | +17.1% | +39.1% | +36.8% |
| 5Y | +100.6% | -3.5% | +104.2% | +87.6% |
| All | +165.2% | +99.2% | +66.0% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling