+71.6%
CB vs PNR
+17.5%
+54.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.8% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | +6.5% | +34.4% | -27.9% | +2.9% |
| 3M | +4.1% | +2.4% | +1.7% | +3.7% |
| 6M | +14.4% | -7.8% | +22.2% | +15.3% |
| YTD | +17.5% | -31.6% | +49.1% | +22.5% |
| 1Y | +27.5% | -33.6% | +61.2% | +33.6% |
| 3Y | +71.6% | +19.9% | +51.7% | +78.3% |
| All | +71.6% | +17.5% | +54.1% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling