+142.4%
GILD vs PNR
-21.7%
+164.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.8% | -6.0% | +1.2% | -3.8% |
| 30D | +5.8% | -14.0% | +19.8% | +8.6% |
| 3M | +14.9% | -21.7% | +36.6% | +19.3% |
| 6M | -0.4% | -37.3% | +36.9% | +7.4% |
| YTD | +18.5% | -45.1% | +63.7% | +30.6% |
| 1Y | +25.1% | -49.1% | +74.2% | +39.7% |
| 3Y | +105.9% | -14.8% | +120.7% | +105.0% |
| All | +142.4% | -21.7% | +164.1% | +130.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling