+12.4%
GD vs PNR
-46.4%
+58.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | -0.5% |
| 7D | -3.5% | -3.0% | -0.4% | -3.1% |
| 30D | -9.0% | -14.9% | +5.9% | -7.4% |
| 3M | +5.1% | -19.0% | +24.1% | +7.2% |
| 6M | -1.0% | -35.9% | +34.9% | +3.7% |
| YTD | +7.3% | -43.1% | +50.5% | +14.4% |
| 1Y | +12.4% | -46.4% | +58.8% | +23.5% |
| All | +12.4% | -46.4% | +58.8% | +23.5% |
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