+42.4%
CART vs PNR
-9.3%
+51.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.4% | -5.4% |
| 7D | -4.1% | -3.0% | -1.1% | -3.4% |
| 30D | -4.3% | -14.9% | +10.6% | -0.8% |
| 3M | +13.1% | -19.0% | +32.2% | +18.0% |
| 6M | +26.0% | -35.9% | +61.9% | +39.3% |
| YTD | +6.7% | -43.1% | +49.9% | +22.1% |
| 1Y | +6.3% | -46.4% | +52.7% | +23.9% |
| All | +42.4% | -9.3% | +51.7% | +24.8% |
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