+3,652.8%
PNR vs GPC
+2,341.8%
+1,311.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.3% |
| 7D | -2.4% | +1.2% | -3.6% | -3.0% |
| 30D | -12.8% | +6.0% | -18.7% | -15.6% |
| 3M | -17.0% | +42.6% | -59.6% | -32.6% |
| 6M | -37.4% | +22.8% | -60.2% | -44.9% |
| YTD | -41.6% | +15.5% | -57.1% | -47.4% |
| 1Y | -44.6% | +2.0% | -46.7% | -46.6% |
| 3Y | -12.1% | -1.4% | -10.7% | -17.6% |
| 5Y | -17.4% | +30.6% | -48.0% | -34.6% |
| 10Y | +64.0% | +80.6% | -16.6% | +3.8% |
| All | +3,652.8% | +2,341.8% | +1,311.1% | +866.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling