-1.8%
CARR vs PNR
-31.2%
+29.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.5% |
| 7D | -0.7% | +11.9% | -12.6% | -4.1% |
| 30D | +0.3% | +37.1% | -36.8% | -9.6% |
| 3M | -14.9% | +5.7% | -20.6% | -16.2% |
| 6M | -14.9% | -5.7% | -9.2% | -12.4% |
| YTD | +7.0% | -29.8% | +36.8% | +20.0% |
| 1Y | -1.8% | -31.8% | +30.0% | +13.2% |
| All | -1.8% | -31.2% | +29.4% | +13.2% |
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