+185.7%
GS vs PNR
-17.2%
+202.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +0.9% | -2.4% | +3.3% | +2.1% |
| 30D | -1.6% | -12.8% | +11.2% | +4.7% |
| 3M | -4.5% | -17.0% | +12.5% | +2.5% |
| 6M | +20.9% | -37.4% | +58.3% | +49.4% |
| YTD | +19.9% | -41.6% | +61.5% | +52.7% |
| 1Y | +41.4% | -44.6% | +86.0% | +84.9% |
| 3Y | +239.2% | -12.1% | +251.3% | +247.9% |
| All | +185.7% | -17.2% | +202.9% | +176.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling