+71.8%
GH vs PNR
-31.2%
+102.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.3% | -7.0% | -4.2% |
| 7D | -7.7% | +11.9% | -19.6% | -9.8% |
| 30D | -10.0% | +37.1% | -47.1% | -15.9% |
| 3M | +5.5% | +5.7% | -0.2% | +4.7% |
| 6M | +84.9% | -5.7% | +90.6% | +89.3% |
| YTD | +65.0% | -29.8% | +94.9% | +89.4% |
| 1Y | +71.8% | -31.8% | +103.6% | +98.9% |
| All | +71.8% | -31.2% | +102.9% | +98.9% |
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