+251.7%
CB vs PNR
+99.2%
+152.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +2.9% | +0.3% | +2.7% | +2.8% |
| 30D | +7.3% | +31.7% | -24.4% | -2.7% |
| 3M | +9.4% | +2.6% | +6.8% | +7.8% |
| 6M | +19.6% | -6.4% | +26.0% | +20.6% |
| YTD | +21.5% | -33.4% | +54.9% | +37.0% |
| 1Y | +28.0% | -35.1% | +63.1% | +45.5% |
| 3Y | +74.9% | +17.1% | +57.8% | +51.6% |
| 5Y | +108.1% | -3.5% | +111.7% | +92.5% |
| All | +251.7% | +99.2% | +152.4% | +118.1% |
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