+38.6%
GILD vs PNR
-36.0%
+74.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | -2.2% | +2.8% | -5.0% | -2.5% |
| 30D | +13.6% | +31.2% | -17.5% | +10.1% |
| 3M | +28.3% | -2.1% | +30.3% | +28.4% |
| 6M | +23.9% | -14.0% | +37.9% | +25.0% |
| YTD | +38.4% | -33.6% | +72.0% | +43.2% |
| 1Y | +38.6% | -35.2% | +73.8% | +44.3% |
| All | +38.6% | -36.0% | +74.6% | +44.3% |
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