+5.8%
GD vs PNR
-36.2%
+42.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.0% |
| 7D | +1.9% | -2.3% | +4.2% | +2.1% |
| 30D | +9.2% | +29.3% | -20.0% | +6.5% |
| 3M | -7.5% | +4.1% | -11.6% | -7.9% |
| 6M | +5.8% | -8.6% | +14.4% | +6.1% |
| YTD | +9.8% | -33.6% | +43.4% | +12.6% |
| 1Y | +5.8% | -36.4% | +42.1% | +9.9% |
| All | +5.8% | -36.2% | +42.0% | +9.9% |
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