-22.1%
GFS vs PNR
-11.7%
-10.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +1.1% |
| 7D | +2.6% | -3.0% | +5.7% | +4.3% |
| 30D | -16.4% | -14.9% | -1.5% | -9.2% |
| 3M | -41.6% | -19.0% | -22.6% | -35.8% |
| 6M | -3.7% | -35.9% | +32.2% | +21.6% |
| YTD | +29.3% | -43.1% | +72.5% | +74.6% |
| 1Y | +37.1% | -46.4% | +83.5% | +92.8% |
| 3Y | -22.1% | -10.8% | -11.3% | -20.2% |
| All | -22.1% | -11.7% | -10.4% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling