+124.5%
GLD vs PNR
-11.7%
+136.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.6% |
| 7D | +0.7% | -3.0% | +3.8% | +0.9% |
| 30D | +0.3% | -14.9% | +15.2% | +1.1% |
| 3M | +0.6% | -19.0% | +19.7% | +1.7% |
| 6M | -15.6% | -35.9% | +20.3% | -13.9% |
| YTD | +0.9% | -43.1% | +44.0% | +2.9% |
| 1Y | +19.4% | -46.4% | +65.8% | +22.1% |
| 3Y | +124.5% | -10.8% | +135.3% | +122.8% |
| All | +124.5% | -11.7% | +136.2% | +122.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling