+53.9%
GD vs PNR
+14.7%
+39.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.2% |
| 7D | -5.0% | +2.8% | -7.8% | -5.5% |
| 30D | +8.9% | +31.2% | -22.2% | +3.3% |
| 3M | -8.0% | -2.1% | -6.0% | -7.8% |
| 6M | +2.9% | -14.0% | +16.9% | +5.4% |
| YTD | +7.1% | -33.6% | +40.7% | +15.7% |
| 1Y | +5.9% | -35.2% | +41.1% | +15.1% |
| 3Y | +53.9% | +15.8% | +38.0% | +52.5% |
| All | +53.9% | +14.7% | +39.1% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling