+240.0%
GM vs PNR
+239.4%
+0.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.7% |
| 7D | -1.1% | -5.5% | +4.4% | +2.4% |
| 30D | -3.4% | -15.6% | +12.2% | +7.0% |
| 3M | +8.7% | -20.2% | +28.9% | +22.6% |
| 6M | +15.4% | -36.6% | +52.0% | +49.4% |
| YTD | +6.6% | -45.0% | +51.6% | +49.5% |
| 1Y | +51.5% | -47.4% | +98.9% | +118.2% |
| 3Y | +169.3% | -13.7% | +183.1% | +171.4% |
| 5Y | +81.6% | -20.8% | +102.4% | +90.0% |
| 10Y | +240.7% | +65.2% | +175.5% | +114.4% |
| All | +240.0% | +239.4% | +0.6% | +22.5% |
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