+97.2%
GD vs PNR
-17.2%
+114.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -5.3% | -2.4% | -2.9% | -4.8% |
| 30D | -6.4% | -12.8% | +6.3% | -3.8% |
| 3M | +5.7% | -17.0% | +22.7% | +9.3% |
| 6M | -0.9% | -37.4% | +36.5% | +8.6% |
| YTD | +8.2% | -41.6% | +49.8% | +20.2% |
| 1Y | +13.4% | -44.6% | +58.0% | +27.6% |
| 3Y | +68.5% | -12.1% | +80.6% | +69.2% |
| All | +97.2% | -17.2% | +114.4% | +97.6% |
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