+371.6%
GH vs PNR
-14.5%
+386.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -0.9% |
| 7D | -2.5% | -6.0% | +3.5% | +0.6% |
| 30D | -4.7% | -14.0% | +9.3% | +2.6% |
| 3M | +20.2% | -21.7% | +41.9% | +33.4% |
| 6M | +78.8% | -37.3% | +116.1% | +126.9% |
| YTD | +54.1% | -45.1% | +99.2% | +111.1% |
| 1Y | +177.1% | -49.1% | +226.2% | +297.9% |
| 3Y | +371.6% | -14.8% | +386.5% | +348.5% |
| All | +371.6% | -14.5% | +386.1% | +348.5% |
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