+100.6%
CB vs PNR
+0.7%
+100.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.0% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | +6.5% | +34.4% | -27.9% | +0.7% |
| 3M | +4.1% | +2.4% | +1.7% | +3.4% |
| 6M | +14.4% | -7.8% | +22.2% | +15.6% |
| YTD | +17.5% | -31.6% | +49.1% | +25.4% |
| 1Y | +27.5% | -33.6% | +61.2% | +36.9% |
| 3Y | +71.6% | +19.9% | +51.7% | +56.9% |
| 5Y | +100.6% | +0.8% | +99.8% | +93.8% |
| All | +100.6% | +0.7% | +100.0% | +93.8% |
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