+223.5%
CB vs PNR
+63.0%
+160.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.9% |
| 7D | -0.5% | -3.9% | +3.3% | +0.8% |
| 30D | -3.1% | -13.8% | +10.7% | +1.8% |
| 3M | +4.2% | -22.5% | +26.7% | +12.6% |
| 6M | +4.7% | -37.2% | +41.9% | +21.2% |
| YTD | +8.8% | -44.2% | +53.0% | +30.8% |
| 1Y | +22.6% | -46.6% | +69.3% | +49.5% |
| 3Y | +70.6% | -12.5% | +83.1% | +65.4% |
| 5Y | +99.4% | -19.3% | +118.8% | +96.5% |
| 10Y | +223.5% | +67.5% | +156.0% | +115.9% |
| All | +223.5% | +63.0% | +160.5% | +115.9% |
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