+130.3%
CART vs PNR
+15.8%
+114.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +19.2% | +31.7% | -12.5% | +11.7% |
| 3M | +17.6% | +2.6% | +14.9% | +16.7% |
| 6M | +47.4% | -6.4% | +53.7% | +48.5% |
| YTD | +30.9% | -33.4% | +64.3% | +44.8% |
| 1Y | +46.0% | -35.1% | +81.0% | +62.6% |
| 3Y | +130.3% | +17.1% | +113.2% | +73.5% |
| All | +130.3% | +15.8% | +114.5% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling