+62.8%
PNR vs GME
+285.6%
-222.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.4% |
| 7D | -6.0% | +10.4% | -16.4% | -6.4% |
| 30D | -14.0% | +14.1% | -28.1% | -14.5% |
| 3M | -21.7% | -4.6% | -17.0% | -21.6% |
| 6M | -37.3% | -13.5% | -23.7% | -37.0% |
| YTD | -45.1% | +5.3% | -50.5% | -45.3% |
| 1Y | -49.1% | -14.9% | -34.2% | -48.9% |
| 3Y | -14.8% | +24.3% | -39.1% | -20.1% |
| 5Y | -21.0% | -55.6% | +34.6% | -24.6% |
| All | +62.8% | +285.6% | -222.8% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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