+19.7%
GS vs PNR
-31.2%
+50.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +2.9% |
| 7D | +0.3% | +11.9% | -11.6% | -2.0% |
| 30D | +3.9% | +37.1% | -33.3% | -3.0% |
| 3M | -11.4% | +5.7% | -17.1% | -12.5% |
| 6M | +3.7% | -5.7% | +9.4% | +5.1% |
| YTD | +7.1% | -29.8% | +36.9% | +18.6% |
| 1Y | +19.7% | -31.8% | +51.4% | +35.1% |
| All | +19.7% | -31.2% | +50.8% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling