+840.7%
PNR vs GRMN
+6,622.3%
-5,781.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.5% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | -14.9% | -11.3% | -3.6% | -11.7% |
| 3M | -19.0% | +17.7% | -36.8% | -23.5% |
| 6M | -35.9% | +14.2% | -50.1% | -38.9% |
| YTD | -43.1% | +37.0% | -80.2% | -48.8% |
| 1Y | -46.4% | +17.0% | -63.4% | -49.5% |
| 3Y | -10.8% | +183.2% | -194.0% | -37.3% |
| 5Y | -18.9% | +77.3% | -96.1% | -34.6% |
| 10Y | +64.4% | +630.9% | -566.5% | -10.1% |
| All | +840.7% | +6,622.3% | -5,781.6% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling