+97.4%
CB vs PNR
-17.7%
+115.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.0% |
| 7D | -0.6% | -3.0% | +2.4% | -0.1% |
| 30D | -3.9% | -14.9% | +11.0% | -1.0% |
| 3M | +4.9% | -19.0% | +23.9% | +8.7% |
| 6M | +3.3% | -35.9% | +39.2% | +11.7% |
| YTD | +8.5% | -43.1% | +51.7% | +20.0% |
| 1Y | +22.1% | -46.4% | +68.5% | +36.6% |
| 3Y | +70.1% | -10.8% | +81.0% | +66.2% |
| 5Y | +97.4% | -18.9% | +116.2% | +97.1% |
| All | +97.4% | -17.7% | +115.1% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling