+246.7%
CB vs PNR
+101.4%
+145.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | -1.0% | -3.7% | +2.7% | +0.2% |
| 30D | +7.3% | +33.1% | -25.8% | -3.0% |
| 3M | +7.0% | +3.7% | +3.3% | +5.1% |
| 6M | +16.3% | -7.7% | +24.1% | +18.0% |
| YTD | +19.7% | -32.4% | +52.2% | +34.4% |
| 1Y | +27.8% | -35.0% | +62.8% | +45.3% |
| 3Y | +72.0% | +17.1% | +54.9% | +49.3% |
| 5Y | +104.9% | +0.1% | +104.7% | +86.3% |
| 10Y | +246.7% | +103.2% | +143.6% | +113.6% |
| All | +246.7% | +101.4% | +145.4% | +113.6% |
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