+1,438.8%
GIS vs PNR
+3,485.2%
-2,046.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.4% |
| 7D | -8.6% | -3.9% | -4.7% | -8.2% |
| 30D | -0.5% | -13.8% | +13.3% | +1.3% |
| 3M | +11.9% | -22.5% | +34.4% | +14.9% |
| 6M | -11.6% | -37.2% | +25.6% | -7.1% |
| YTD | -16.3% | -44.2% | +27.9% | -11.0% |
| 1Y | -21.8% | -46.6% | +24.9% | -16.4% |
| 3Y | -35.7% | -12.5% | -23.1% | -35.6% |
| 5Y | -22.9% | -19.3% | -3.5% | -22.9% |
| 10Y | -16.8% | +67.5% | -84.3% | -25.4% |
| All | +1,438.8% | +3,485.2% | -2,046.4% | +878.3% |
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