+5.5%
GD vs PNR
-34.0%
+39.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +2.0% |
| 7D | -3.0% | -0.5% | -2.5% | -3.0% |
| 30D | +9.3% | +34.4% | -25.1% | +6.2% |
| 3M | -7.2% | +2.4% | -9.6% | -7.6% |
| 6M | +5.5% | -7.8% | +13.2% | +5.6% |
| YTD | +9.5% | -31.6% | +41.1% | +11.9% |
| All | +5.5% | -34.0% | +39.4% | +8.3% |
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 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