+414.1%
CARR vs PNR
+144.9%
+269.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.4% |
| 7D | -4.1% | -5.5% | +1.4% | -0.7% |
| 30D | -11.0% | -15.6% | +4.6% | -1.3% |
| 3M | -16.4% | -20.2% | +3.8% | -5.6% |
| 6M | -2.4% | -36.6% | +34.2% | +27.5% |
| YTD | +8.4% | -45.0% | +53.4% | +53.8% |
| 1Y | -8.0% | -47.4% | +39.5% | +34.2% |
| 3Y | +0.6% | -13.7% | +14.3% | +3.6% |
| 5Y | +7.7% | -20.8% | +28.5% | +13.2% |
| All | +414.1% | +144.9% | +269.1% | +183.7% |
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