+542.7%
PBR vs GPN
-44.5%
+587.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +5.4% | -4.3% | +9.7% | +6.0% |
| 30D | +22.9% | 0.0% | +22.9% | +22.7% |
| 3M | +19.6% | +35.8% | -16.2% | +13.7% |
| 6M | +16.5% | +22.0% | -5.5% | +12.2% |
| YTD | +86.7% | +15.2% | +71.4% | +80.8% |
| 1Y | +74.7% | +3.5% | +71.2% | +72.2% |
| 3Y | +102.6% | -26.9% | +129.5% | +109.5% |
| All | +542.7% | -44.5% | +587.2% | +614.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling