+20.9%
GPN vs PNR
-38.2%
+59.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.1% | +2.2% |
| 7D | -3.5% | -5.5% | +2.0% | -1.9% |
| 30D | +3.1% | -15.6% | +18.7% | +8.2% |
| 3M | +42.3% | -20.2% | +62.5% | +48.9% |
| 6M | +20.9% | -36.6% | +57.5% | +32.8% |
| All | +20.9% | -38.2% | +59.1% | +32.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling