+15.8%
PNR vs GGLL
+154.9%
-139.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.5% |
| 7D | +2.8% | +3.1% | -0.3% | +2.5% |
| 30D | +31.2% | -36.3% | +67.5% | +36.3% |
| 3M | -2.1% | -40.4% | +38.3% | +2.3% |
| 6M | -14.0% | -54.6% | +40.7% | -7.9% |
| YTD | -33.6% | -31.1% | -2.5% | -33.2% |
| 1Y | -35.2% | -19.2% | -16.0% | -36.3% |
| 3Y | +15.8% | +151.5% | -135.7% | -3.1% |
| All | +15.8% | +154.9% | -139.1% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling