-8.0%
GD vs PNR
-0.8%
-7.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.4% |
| 7D | -5.0% | +2.8% | -7.8% | -5.2% |
| 30D | +8.9% | +31.2% | -22.2% | +5.4% |
| 3M | -8.0% | -2.1% | -6.0% | -8.7% |
| All | -8.0% | -0.8% | -7.3% | -8.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling