+35.0%
CAH vs PNR
-31.2%
+66.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +3.4% |
| 7D | +7.0% | +11.9% | -4.9% | +6.4% |
| 30D | +12.4% | +37.1% | -24.8% | +10.4% |
| 3M | +12.2% | +5.7% | +6.5% | +12.4% |
| 6M | +33.2% | -5.7% | +38.9% | +34.1% |
| YTD | +28.4% | -29.8% | +58.2% | +29.7% |
| 1Y | +35.0% | -31.8% | +66.8% | +36.8% |
| All | +35.0% | -31.2% | +66.2% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling