-10.8%
PNR vs GPC
-2.2%
-8.6%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.6% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | -14.9% | -0.4% | -14.5% | -14.8% |
| 3M | -19.0% | +39.2% | -58.2% | -27.8% |
| 6M | -35.9% | +18.2% | -54.2% | -39.9% |
| YTD | -43.1% | +12.1% | -55.2% | -46.2% |
| 1Y | -46.4% | -0.7% | -45.7% | -47.2% |
| 3Y | -10.8% | -1.7% | -9.2% | -16.8% |
| All | -10.8% | -2.2% | -8.6% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling