+7.2%
GEHC vs PNR
+31.4%
-24.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -7.2% | -6.0% | -1.1% | -4.4% |
| 30D | -11.6% | -14.0% | +2.4% | -5.3% |
| 3M | -0.8% | -21.7% | +20.9% | +9.3% |
| 6M | -11.9% | -37.3% | +25.4% | +8.3% |
| YTD | -21.9% | -45.1% | +23.2% | +1.9% |
| 1Y | -17.8% | -49.1% | +31.3% | +11.3% |
| 3Y | -3.5% | -14.8% | +11.3% | +4.5% |
| All | +7.2% | +31.4% | -24.2% | -11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling