+3,553.7%
PNR vs GAP
+2,253.0%
+1,300.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -3.0% | +1.7% | -4.8% | -3.4% |
| 30D | -14.9% | +9.3% | -24.2% | -16.8% |
| 3M | -19.0% | +6.1% | -25.1% | -20.4% |
| 6M | -35.9% | -2.3% | -33.6% | -36.3% |
| YTD | -43.1% | -10.6% | -32.6% | -42.5% |
| 1Y | -46.4% | -4.4% | -41.9% | -46.8% |
| 3Y | -10.8% | +118.3% | -129.1% | -30.7% |
| 5Y | -18.9% | +12.2% | -31.0% | -30.8% |
| 10Y | +64.4% | +33.7% | +30.7% | +18.6% |
| All | +3,553.7% | +2,253.0% | +1,300.8% | +1,582.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling