+40.1%
GILD vs PNR
-33.6%
+73.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.8% | -3.5% |
| 7D | +1.2% | +6.0% | -4.8% | +0.5% |
| 30D | +16.2% | +32.4% | -16.3% | +12.4% |
| 3M | +27.9% | +1.6% | +26.3% | +27.5% |
| 6M | +27.1% | -9.5% | +36.6% | +27.4% |
| YTD | +39.0% | -32.0% | +71.0% | +43.3% |
| 1Y | +40.1% | -34.4% | +74.5% | +45.7% |
| All | +40.1% | -33.6% | +73.7% | +45.7% |
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