+102.6%
PBR vs GPN
-27.6%
+130.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +5.4% | -4.6% | +10.0% | +5.8% |
| 30D | +22.9% | -0.3% | +23.1% | +22.8% |
| 3M | +19.6% | +35.4% | -15.8% | +15.5% |
| 6M | +16.5% | +21.7% | -5.2% | +13.6% |
| YTD | +86.7% | +14.9% | +71.8% | +82.9% |
| 1Y | +74.7% | +3.2% | +71.5% | +73.9% |
| 3Y | +102.6% | -27.1% | +129.7% | +109.0% |
| All | +102.6% | -27.6% | +130.2% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling