+72.5%
CART vs PNR
+6.0%
+66.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +1.1% |
| 7D | +3.0% | +2.8% | +0.2% | +2.3% |
| 30D | +28.6% | +31.2% | -2.6% | +20.7% |
| 3M | +29.1% | -2.1% | +31.1% | +29.5% |
| 6M | +44.7% | -14.0% | +58.7% | +48.9% |
| YTD | +29.2% | -33.6% | +62.8% | +42.6% |
| 1Y | +66.2% | -35.2% | +101.3% | +84.5% |
| 3Y | +112.8% | +15.8% | +97.0% | +85.8% |
| All | +72.5% | +6.0% | +66.5% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling