+34.1%
PNR vs GGLL
+309.0%
-274.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.2% |
| 7D | -3.9% | -3.9% | 0.0% | -3.3% |
| 30D | -13.8% | -15.4% | +1.6% | -11.7% |
| 3M | -22.5% | -21.9% | -0.6% | -20.4% |
| 6M | -37.2% | +4.5% | -41.7% | -39.3% |
| YTD | -44.2% | -2.4% | -41.8% | -45.7% |
| 1Y | -46.6% | +57.8% | -104.4% | -53.0% |
| 3Y | -12.5% | +227.2% | -239.7% | -39.3% |
| All | +34.1% | +309.0% | -274.9% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling