+2,494.6%
GPN vs PNR
+1,028.5%
+1,466.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.1% | +2.4% |
| 7D | -3.5% | -5.5% | +2.0% | -1.1% |
| 30D | +3.1% | -15.6% | +18.7% | +11.0% |
| 3M | +42.3% | -20.2% | +62.5% | +55.6% |
| 6M | +20.9% | -36.6% | +57.5% | +45.4% |
| YTD | +15.2% | -45.0% | +60.2% | +47.3% |
| 1Y | +5.4% | -47.4% | +52.9% | +37.6% |
| 3Y | -27.4% | -13.7% | -13.7% | -24.2% |
| 5Y | -44.2% | -20.8% | -23.4% | -40.6% |
| 10Y | +27.4% | +65.2% | -37.8% | -2.8% |
| All | +2,494.6% | +1,028.5% | +1,466.1% | +904.3% |
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