+231.1%
GM vs PNR
+66.2%
+164.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -2.4% | -6.0% | +3.6% | +1.5% |
| 30D | -1.1% | -14.0% | +12.9% | +8.8% |
| 3M | +6.1% | -21.7% | +27.8% | +21.8% |
| 6M | +15.0% | -37.3% | +52.2% | +52.0% |
| YTD | +6.0% | -45.1% | +51.1% | +51.7% |
| 1Y | +47.1% | -49.1% | +96.2% | +121.3% |
| 3Y | +170.5% | -14.8% | +185.3% | +170.7% |
| 5Y | +80.5% | -21.0% | +101.5% | +86.7% |
| All | +231.1% | +66.2% | +164.9% | +87.4% |
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