+98.5%
PNR vs GPC
+74.9%
+23.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +0.3% | +0.4% | -0.2% | 0.0% |
| 30D | +31.7% | -6.3% | +38.0% | +36.4% |
| 3M | +2.6% | -8.2% | +10.8% | +7.3% |
| 6M | -6.4% | +27.1% | -33.5% | -19.4% |
| YTD | -33.4% | +3.1% | -36.6% | -36.4% |
| 1Y | -35.1% | +0.1% | -35.1% | -36.9% |
| 3Y | +17.1% | +0.2% | +16.9% | +8.0% |
| 5Y | -3.5% | +4.9% | -8.4% | -15.3% |
| All | +98.5% | +74.9% | +23.6% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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