+44.7%
CART vs PNR
-13.1%
+57.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +0.8% |
| 7D | +3.0% | +2.8% | +0.2% | +2.7% |
| 30D | +28.6% | +31.2% | -2.6% | +24.6% |
| 3M | +29.1% | -2.1% | +31.1% | +29.1% |
| 6M | +44.7% | -14.0% | +58.7% | +42.4% |
| All | +44.7% | -13.1% | +57.8% | +42.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling