+73.5%
CART vs PNR
+6.0%
+67.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.3% |
| 7D | +1.2% | -2.3% | +3.5% | +1.7% |
| 30D | +17.8% | +29.3% | -11.5% | +11.0% |
| 3M | +20.7% | +4.1% | +16.6% | +19.5% |
| 6M | +49.7% | -8.6% | +58.3% | +51.7% |
| YTD | +30.0% | -33.6% | +63.6% | +43.4% |
| 1Y | +48.4% | -36.4% | +84.8% | +65.8% |
| 3Y | +132.0% | +15.1% | +116.9% | +102.6% |
| All | +73.5% | +6.0% | +67.5% | +46.6% |
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