+14,787.4%
CAH vs PNR
+3,485.2%
+11,302.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.2% |
| 7D | -2.2% | -3.9% | +1.6% | -1.3% |
| 30D | +1.2% | -13.8% | +15.0% | +4.6% |
| 3M | +13.1% | -22.5% | +35.6% | +19.3% |
| 6M | +8.5% | -37.2% | +45.6% | +19.7% |
| YTD | +17.6% | -44.2% | +61.8% | +32.9% |
| 1Y | +60.7% | -46.6% | +107.3% | +83.3% |
| 3Y | +183.2% | -12.5% | +195.7% | +181.9% |
| 5Y | +402.2% | -19.3% | +421.5% | +400.3% |
| 10Y | +302.3% | +67.5% | +234.8% | +230.4% |
| All | +14,787.4% | +3,485.2% | +11,302.2% | +7,902.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling