+25.7%
GPN vs PNR
+66.2%
-40.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -4.3% | -6.0% | +1.7% | -0.8% |
| 30D | 0.0% | -14.0% | +14.0% | +9.0% |
| 3M | +35.8% | -21.7% | +57.5% | +54.1% |
| 6M | +22.0% | -37.3% | +59.3% | +56.4% |
| YTD | +15.2% | -45.1% | +60.3% | +59.5% |
| 1Y | +3.5% | -49.1% | +52.6% | +49.9% |
| 3Y | -26.9% | -14.8% | -12.1% | -23.4% |
| 5Y | -44.2% | -21.0% | -23.2% | -40.8% |
| All | +25.7% | +66.2% | -40.5% | -20.5% |
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 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