-20.3%
PNR vs GME
-56.3%
+36.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.5% |
| 7D | -6.0% | +10.4% | -16.4% | -6.6% |
| 30D | -14.0% | +14.1% | -28.1% | -14.6% |
| 3M | -21.7% | -4.6% | -17.0% | -21.6% |
| 6M | -37.3% | -13.5% | -23.7% | -36.9% |
| YTD | -45.1% | +5.3% | -50.5% | -45.4% |
| 1Y | -49.1% | -14.9% | -34.2% | -48.8% |
| 3Y | -14.8% | +24.3% | -39.1% | -24.0% |
| All | -20.3% | -56.3% | +36.0% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling