+816.6%
GLD vs PNR
+236.5%
+580.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.8% |
| 7D | -0.5% | -2.4% | +1.8% | -0.5% |
| 30D | +4.4% | -12.8% | +17.2% | +4.8% |
| 3M | -1.1% | -17.0% | +15.9% | -0.7% |
| 6M | -13.8% | -37.4% | +23.6% | -12.9% |
| YTD | +2.6% | -41.6% | +44.2% | +3.9% |
| 1Y | +24.5% | -44.6% | +69.1% | +26.1% |
| 3Y | +125.8% | -12.1% | +138.0% | +125.9% |
| 5Y | +137.8% | -17.4% | +155.2% | +137.3% |
| 10Y | +221.4% | +64.0% | +157.4% | +214.3% |
| All | +816.6% | +236.5% | +580.1% | +740.6% |
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