+632.9%
PNR vs GME
+1,066.0%
-433.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.5% |
| 7D | -3.0% | +0.4% | -3.5% | -3.1% |
| 30D | -14.9% | -1.4% | -13.5% | -14.8% |
| 3M | -19.0% | -15.1% | -3.9% | -18.1% |
| 6M | -35.9% | -22.5% | -13.4% | -34.9% |
| YTD | -43.1% | -5.9% | -37.2% | -43.1% |
| 1Y | -46.4% | -18.6% | -27.7% | -45.8% |
| 3Y | -10.8% | +6.7% | -17.5% | -20.0% |
| 5Y | -18.9% | -62.0% | +43.1% | -24.7% |
| 10Y | +64.4% | +239.5% | -175.0% | -33.6% |
| All | +632.9% | +1,066.0% | -433.1% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling