+215.0%
GLD vs PNR
+66.2%
+148.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -2.0% | -6.0% | +4.1% | -1.8% |
| 30D | -1.5% | -14.0% | +12.5% | -1.1% |
| 3M | +3.2% | -21.7% | +24.9% | +3.8% |
| 6M | -16.3% | -37.3% | +21.0% | -15.3% |
| YTD | +0.6% | -45.1% | +45.7% | +1.9% |
| 1Y | +19.1% | -49.1% | +68.3% | +20.8% |
| 3Y | +123.5% | -14.8% | +138.3% | +123.8% |
| 5Y | +138.5% | -21.0% | +159.5% | +137.4% |
| All | +215.0% | +66.2% | +148.9% | +211.3% |
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 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