+287.5%
CAH vs PNR
+66.2%
+221.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -5.1% | -6.0% | +0.9% | -3.3% |
| 30D | +0.2% | -14.0% | +14.1% | +4.6% |
| 3M | +6.3% | -21.7% | +28.0% | +13.5% |
| 6M | +9.4% | -37.3% | +46.7% | +24.3% |
| YTD | +15.0% | -45.1% | +60.1% | +35.4% |
| 1Y | +55.4% | -49.1% | +104.6% | +87.3% |
| 3Y | +173.8% | -14.8% | +188.7% | +168.2% |
| 5Y | +395.2% | -21.0% | +416.2% | +393.1% |
| All | +287.5% | +66.2% | +221.3% | +165.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling