-44.6%
PNR vs GFI
+45.3%
-89.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | -2.4% | +3.1% | -5.5% | -2.7% |
| 30D | -12.8% | +27.1% | -39.9% | -15.1% |
| 3M | -17.0% | +21.2% | -38.2% | -19.2% |
| 6M | -37.4% | -4.5% | -32.9% | -38.2% |
| YTD | -41.6% | +11.7% | -53.3% | -43.2% |
| 1Y | -44.6% | +46.0% | -90.7% | -47.6% |
| All | -44.6% | +45.3% | -89.9% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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