+174.0%
GD vs PNR
+109.3%
+64.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | -1.9% | -0.1% | -1.7% | -1.9% |
| 30D | +10.9% | +33.4% | -22.4% | -0.5% |
| 3M | -6.8% | +4.9% | -11.6% | -8.9% |
| 6M | +7.0% | -8.5% | +15.5% | +8.9% |
| YTD | +11.1% | -32.1% | +43.3% | +25.3% |
| 1Y | +7.0% | -35.0% | +42.0% | +22.7% |
| 3Y | +59.9% | +17.6% | +42.3% | +40.0% |
| 5Y | +102.5% | +0.9% | +101.6% | +85.6% |
| 10Y | +174.0% | +101.4% | +72.6% | +66.3% |
| All | +174.0% | +109.3% | +64.7% | +66.3% |
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