+642.6%
GS vs PNR
+62.2%
+580.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +1.3% |
| 7D | +3.4% | -3.0% | +6.4% | +5.2% |
| 30D | +0.2% | -14.9% | +15.1% | +9.4% |
| 3M | -0.3% | -19.0% | +18.7% | +9.9% |
| 6M | +27.4% | -35.9% | +63.3% | +60.4% |
| YTD | +19.6% | -43.1% | +62.8% | +60.5% |
| 1Y | +42.5% | -46.4% | +88.9% | +97.5% |
| 3Y | +240.4% | -10.8% | +251.3% | +242.6% |
| 5Y | +188.9% | -18.9% | +207.8% | +200.1% |
| 10Y | +642.6% | +64.4% | +578.1% | +347.6% |
| All | +642.6% | +62.2% | +580.3% | +347.6% |
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