+437.1%
GS vs PNR
+98.8%
+338.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.5% |
| 7D | +5.1% | -2.3% | +7.5% | +6.5% |
| 30D | +2.4% | +29.3% | -26.8% | -11.9% |
| 3M | -11.5% | +4.1% | -15.6% | -14.2% |
| 6M | -2.5% | -8.6% | +6.1% | -0.1% |
| YTD | +5.5% | -33.6% | +39.1% | +29.0% |
| 1Y | +11.0% | -36.4% | +47.4% | +39.3% |
| 3Y | +200.1% | +15.1% | +185.0% | +159.5% |
| 5Y | +154.7% | -3.8% | +158.5% | +139.2% |
| All | +437.1% | +98.8% | +338.3% | +197.7% |
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