+62.8%
PNR vs GRMN
+677.8%
-614.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -2.4% |
| 7D | -6.0% | +2.4% | -8.5% | -7.2% |
| 30D | -14.0% | -8.5% | -5.5% | -10.1% |
| 3M | -21.7% | +19.5% | -41.2% | -29.5% |
| 6M | -37.3% | +21.2% | -58.5% | -44.0% |
| YTD | -45.1% | +41.0% | -86.2% | -55.0% |
| 1Y | -49.1% | +19.6% | -68.7% | -54.8% |
| 3Y | -14.8% | +183.8% | -198.6% | -56.9% |
| 5Y | -21.0% | +83.0% | -104.0% | -48.9% |
| All | +62.8% | +677.8% | -614.9% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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