+17.7%
GFS vs PNR
-31.2%
+48.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.3% | -9.2% | -6.6% |
| 7D | -12.5% | +11.9% | -24.4% | -14.7% |
| 30D | -16.9% | +37.1% | -54.1% | -23.0% |
| 3M | -22.3% | +5.7% | -28.0% | -22.2% |
| 6M | -40.2% | -5.7% | -34.5% | -37.5% |
| YTD | +16.0% | -29.8% | +45.8% | +37.8% |
| 1Y | +17.7% | -31.8% | +49.5% | +44.2% |
| All | +17.7% | -31.2% | +48.8% | +44.2% |
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