+210.9%
PM vs GPN
+28.2%
+182.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +4.7% | -4.6% | +9.3% | +5.6% |
| 30D | +2.6% | -0.3% | +2.9% | +2.6% |
| 3M | +6.6% | +35.4% | -28.9% | +0.1% |
| 6M | +16.5% | +21.7% | -5.2% | +11.1% |
| YTD | +21.2% | +14.9% | +6.3% | +16.3% |
| 1Y | +17.9% | +3.2% | +14.7% | +15.4% |
| 3Y | +129.8% | -27.1% | +157.0% | +138.1% |
| 5Y | +133.0% | -44.4% | +177.4% | +153.3% |
| All | +210.9% | +28.2% | +182.8% | +184.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling