-17.8%
GEHC vs PNR
-47.6%
+29.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -7.2% | -6.0% | -1.1% | -4.8% |
| 30D | -11.6% | -14.0% | +2.4% | -6.2% |
| 3M | -0.8% | -21.7% | +20.9% | +7.0% |
| 6M | -11.9% | -37.3% | +25.4% | +6.1% |
| YTD | -21.9% | -45.1% | +23.2% | -1.1% |
| 1Y | -17.8% | -49.1% | +31.3% | +9.9% |
| All | -17.8% | -47.6% | +29.7% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling