-49.1%
PNR vs GAP
-7.6%
-41.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -0.9% |
| 7D | -6.0% | -4.1% | -1.9% | -5.2% |
| 30D | -14.0% | +6.2% | -20.2% | -15.4% |
| 3M | -21.7% | -0.7% | -21.0% | -22.0% |
| 6M | -37.3% | -7.1% | -30.2% | -37.1% |
| YTD | -45.1% | -14.1% | -31.1% | -44.0% |
| 1Y | -49.1% | -8.5% | -40.6% | -49.7% |
| All | -49.1% | -7.6% | -41.5% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling