+63.3%
PNR vs GPC
+87.0%
-23.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | -5.5% | -1.8% | -3.7% | -4.5% |
| 30D | -15.6% | +0.1% | -15.7% | -15.6% |
| 3M | -20.2% | +37.4% | -57.6% | -34.0% |
| 6M | -36.6% | +25.4% | -62.0% | -44.9% |
| YTD | -45.0% | +12.2% | -57.2% | -49.7% |
| 1Y | -47.4% | -0.3% | -47.1% | -48.6% |
| 3Y | -13.7% | -1.6% | -12.1% | -19.4% |
| 5Y | -20.8% | +31.0% | -51.8% | -39.4% |
| All | +63.3% | +87.0% | -23.8% | -3.3% |
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