+177.4%
GD vs PNR
+119.7%
+57.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +1.2% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | +9.3% | +34.4% | -25.1% | -2.3% |
| 3M | -7.2% | +2.4% | -9.6% | -8.5% |
| 6M | +5.5% | -7.8% | +13.2% | +7.0% |
| YTD | +9.5% | -31.6% | +41.1% | +23.1% |
| 1Y | +6.4% | -33.6% | +40.1% | +21.1% |
| 3Y | +59.8% | +19.9% | +39.9% | +38.8% |
| 5Y | +98.0% | +0.8% | +97.2% | +81.8% |
| 10Y | +177.4% | +113.4% | +63.9% | +65.2% |
| All | +177.4% | +119.7% | +57.7% | +65.2% |
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 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