+37.4%
GILD vs PNR
-43.1%
+80.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +3.7% | -2.4% | +6.0% | +4.0% |
| 30D | +14.6% | -12.8% | +27.4% | +16.4% |
| 3M | +17.7% | -17.0% | +34.6% | +19.3% |
| 6M | +3.1% | -37.4% | +40.5% | +8.0% |
| YTD | +24.5% | -41.6% | +66.1% | +31.6% |
| 1Y | +37.4% | -44.6% | +82.0% | +45.9% |
| All | +37.4% | -43.1% | +80.5% | +45.9% |
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