-43.8%
GPN vs PNR
-21.7%
-22.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -4.6% | -6.0% | +1.4% | -1.3% |
| 30D | -0.3% | -14.0% | +13.7% | +8.1% |
| 3M | +35.4% | -21.7% | +57.1% | +52.3% |
| 6M | +21.7% | -37.3% | +58.9% | +53.9% |
| YTD | +14.9% | -45.1% | +60.0% | +56.7% |
| 1Y | +3.2% | -49.1% | +52.3% | +47.1% |
| 3Y | -27.1% | -14.8% | -12.3% | -23.5% |
| All | -43.8% | -21.7% | -22.1% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling