-18.0%
GLD vs PNR
-9.3%
-8.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.6% |
| 7D | -5.5% | -2.3% | -3.1% | -5.3% |
| 30D | -7.0% | +29.3% | -36.3% | -8.7% |
| 3M | -12.4% | +4.1% | -16.5% | -13.0% |
| 6M | -18.0% | -8.6% | -9.4% | -18.2% |
| All | -18.0% | -9.3% | -8.7% | -18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling