+62.8%
PNR vs GAP
+31.2%
+31.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -0.9% |
| 7D | -6.0% | -4.1% | -1.9% | -5.1% |
| 30D | -14.0% | +6.2% | -20.2% | -15.5% |
| 3M | -21.7% | -0.7% | -21.0% | -22.0% |
| 6M | -37.3% | -7.1% | -30.2% | -36.9% |
| YTD | -45.1% | -14.1% | -31.1% | -44.0% |
| 1Y | -49.1% | -8.5% | -40.6% | -49.1% |
| 3Y | -14.8% | +115.4% | -130.2% | -35.9% |
| 5Y | -21.0% | +9.8% | -30.8% | -33.9% |
| All | +62.8% | +31.2% | +31.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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