-20.3%
PNR vs GFI
+538.3%
-558.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.3% |
| 7D | -6.0% | -2.7% | -3.3% | -5.8% |
| 30D | -14.0% | +13.2% | -27.2% | -14.8% |
| 3M | -21.7% | +28.5% | -50.2% | -23.4% |
| 6M | -37.3% | -6.2% | -31.1% | -37.4% |
| YTD | -45.1% | +8.7% | -53.8% | -46.0% |
| 1Y | -49.1% | +24.8% | -74.0% | -50.5% |
| 3Y | -14.8% | +298.0% | -312.9% | -25.3% |
| All | -20.3% | +538.3% | -558.6% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling