+3,426.6%
PNR vs GFI
+650.5%
+2,776.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -6.0% | -4.9% | -1.2% | -5.8% |
| 30D | -14.0% | +10.7% | -24.7% | -14.5% |
| 3M | -21.7% | +25.6% | -47.3% | -22.7% |
| 6M | -37.3% | -8.3% | -29.0% | -37.2% |
| YTD | -45.1% | +6.3% | -51.4% | -45.6% |
| 1Y | -49.1% | +22.1% | -71.2% | -50.1% |
| 3Y | -14.8% | +289.2% | -304.0% | -22.0% |
| 5Y | -21.0% | +531.7% | -552.7% | -30.2% |
| 10Y | +64.7% | +1,043.8% | -979.1% | +36.8% |
| All | +3,426.6% | +650.5% | +2,776.1% | +2,690.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling