+399.9%
GH vs PNR
+52.2%
+347.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +1.2% |
| 7D | -2.1% | -3.0% | +0.9% | -0.4% |
| 30D | -4.5% | -14.9% | +10.5% | +4.3% |
| 3M | +28.9% | -19.0% | +47.9% | +41.8% |
| 6M | +76.5% | -35.9% | +112.4% | +122.6% |
| YTD | +57.6% | -43.1% | +100.8% | +112.1% |
| 1Y | +167.5% | -46.4% | +213.9% | +271.3% |
| 3Y | +377.4% | -10.8% | +388.2% | +382.3% |
| 5Y | +23.8% | -18.9% | +42.7% | +22.1% |
| All | +399.9% | +52.2% | +347.8% | +239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling