+19,650.5%
GD vs PNR
+4,166.7%
+15,483.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | 0.0% |
| 7D | -5.0% | +2.8% | -7.8% | -5.8% |
| 30D | +8.9% | +31.2% | -22.2% | +0.9% |
| 3M | -8.0% | -2.1% | -6.0% | -8.0% |
| 6M | +2.9% | -14.0% | +16.9% | +5.9% |
| YTD | +7.1% | -33.6% | +40.7% | +17.3% |
| 1Y | +5.9% | -35.2% | +41.1% | +16.7% |
| 3Y | +53.9% | +15.8% | +38.0% | +42.9% |
| 5Y | +95.4% | -1.8% | +97.3% | +85.8% |
| 10Y | +193.5% | +117.0% | +76.5% | +122.3% |
| All | +19,650.5% | +4,166.7% | +15,483.9% | +8,682.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling