+699.7%
GLD vs PNR
+282.7%
+417.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.8% |
| 7D | -5.5% | -2.3% | -3.1% | -5.4% |
| 30D | -7.0% | +29.3% | -36.3% | -7.7% |
| 3M | -12.4% | +4.1% | -16.5% | -12.5% |
| 6M | -18.0% | -8.6% | -9.4% | -17.9% |
| YTD | -10.5% | -33.6% | +23.1% | -9.7% |
| 1Y | -8.1% | -36.4% | +28.3% | -7.2% |
| 3Y | +97.7% | +15.1% | +82.6% | +96.4% |
| 5Y | +103.4% | -3.8% | +107.2% | +102.2% |
| 10Y | +203.1% | +99.7% | +103.4% | +194.8% |
| All | +699.7% | +282.7% | +417.0% | +630.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling