+32,991.5%
GILD vs PNR
+2,132.0%
+30,859.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.8% | -6.0% | +1.2% | -3.4% |
| 30D | +5.8% | -14.0% | +19.8% | +9.7% |
| 3M | +14.9% | -21.7% | +36.6% | +21.3% |
| 6M | -0.4% | -37.3% | +36.9% | +10.7% |
| YTD | +18.5% | -45.1% | +63.7% | +35.6% |
| 1Y | +25.1% | -49.1% | +74.2% | +45.8% |
| 3Y | +105.9% | -14.8% | +120.7% | +107.1% |
| 5Y | +143.0% | -21.0% | +164.0% | +144.3% |
| 10Y | +162.4% | +64.7% | +97.7% | +109.0% |
| All | +32,991.5% | +2,132.0% | +30,859.5% | +13,460.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling