+24.5%
GLD vs PNR
-43.1%
+67.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -0.5% | -2.4% | +1.8% | -0.3% |
| 30D | +4.4% | -12.8% | +17.2% | +5.4% |
| 3M | -1.1% | -17.0% | +15.9% | +0.2% |
| 6M | -13.8% | -37.4% | +23.6% | -11.8% |
| YTD | +2.6% | -41.6% | +44.2% | +3.3% |
| 1Y | +24.5% | -44.6% | +69.1% | +27.2% |
| All | +24.5% | -43.1% | +67.6% | +27.2% |
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 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