+206.1%
GLD vs PNR
+99.2%
+106.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.2% |
| 7D | -4.6% | +0.3% | -4.8% | -4.6% |
| 30D | -5.5% | +31.7% | -37.2% | -6.2% |
| 3M | -10.9% | +2.6% | -13.5% | -11.0% |
| 6M | -17.4% | -6.4% | -11.1% | -17.4% |
| YTD | -10.3% | -33.4% | +23.1% | -9.7% |
| 1Y | -7.2% | -35.1% | +27.9% | -6.5% |
| 3Y | +96.9% | +17.1% | +79.8% | +95.6% |
| 5Y | +103.8% | -3.5% | +107.3% | +101.6% |
| All | +206.1% | +99.2% | +106.9% | +196.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling