+105.9%
GILD vs PNR
-14.5%
+120.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.8% | -6.0% | +1.2% | -4.0% |
| 30D | +5.8% | -14.0% | +19.8% | +7.9% |
| 3M | +14.9% | -21.7% | +36.6% | +18.2% |
| 6M | -0.4% | -37.3% | +36.9% | +5.4% |
| YTD | +18.5% | -45.1% | +63.7% | +27.5% |
| 1Y | +25.1% | -49.1% | +74.2% | +36.1% |
| 3Y | +105.9% | -14.8% | +120.7% | +107.7% |
| All | +105.9% | -14.5% | +120.4% | +107.7% |
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 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