-14.6%
PNR vs GME
+14.2%
-28.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.4% |
| 7D | -5.5% | +6.0% | -11.5% | -5.6% |
| 30D | -15.6% | +8.3% | -23.9% | -15.7% |
| 3M | -20.2% | -9.1% | -11.1% | -20.0% |
| 6M | -36.6% | -16.3% | -20.3% | -36.4% |
| YTD | -45.0% | +1.5% | -46.5% | -45.0% |
| 1Y | -47.4% | -16.3% | -31.1% | -47.3% |
| All | -14.6% | +14.2% | -28.8% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling