+100.5%
GD vs PNR
-3.8%
+104.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +8.6% | +31.7% | -23.1% | +2.4% |
| 3M | -7.1% | +2.6% | -9.7% | -7.7% |
| 6M | +7.5% | -6.4% | +13.8% | +8.2% |
| YTD | +9.9% | -33.4% | +43.4% | +18.7% |
| 1Y | +7.6% | -35.1% | +42.6% | +16.8% |
| 3Y | +56.2% | +17.1% | +39.1% | +47.1% |
| All | +100.5% | -3.8% | +104.3% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling