+63.1%
PNR vs GGLL
+194.0%
-130.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.1% | +5.1% | -5.2% | -0.8% |
| 30D | +33.4% | -35.5% | +68.8% | +40.8% |
| 3M | +4.9% | -39.2% | +44.0% | +11.4% |
| 6M | -8.5% | -54.4% | +45.9% | +0.7% |
| YTD | -32.1% | -29.8% | -2.3% | -31.5% |
| 1Y | -35.0% | -20.4% | -14.6% | -36.2% |
| 3Y | +17.6% | +149.7% | -132.1% | -16.6% |
| All | +63.1% | +194.0% | -130.9% | +5.3% |
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