+2,064.0%
GS vs PNR
+543.2%
+1,520.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +0.9% | -2.4% | +3.3% | +2.2% |
| 30D | -1.6% | -12.8% | +11.2% | +5.3% |
| 3M | -4.5% | -17.0% | +12.5% | +3.2% |
| 6M | +20.9% | -37.4% | +58.3% | +50.6% |
| YTD | +19.9% | -41.6% | +61.5% | +53.9% |
| 1Y | +41.4% | -44.6% | +86.0% | +86.2% |
| 3Y | +239.2% | -12.1% | +251.3% | +247.9% |
| 5Y | +185.0% | -17.4% | +202.4% | +193.7% |
| 10Y | +655.0% | +64.0% | +591.0% | +429.4% |
| All | +2,064.0% | +543.2% | +1,520.8% | +587.5% |
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