+807.8%
CCL vs PNR
+3,652.8%
-2,845.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -5.0% | -2.4% | -2.7% | -3.9% |
| 30D | -20.3% | -12.8% | -7.6% | -14.8% |
| 3M | -15.1% | -17.0% | +1.8% | -7.7% |
| 6M | -15.1% | -37.4% | +22.3% | +6.4% |
| YTD | -21.8% | -41.6% | +19.8% | +1.0% |
| 1Y | -24.8% | -44.6% | +19.8% | -0.2% |
| 3Y | +51.9% | -12.1% | +64.0% | +63.2% |
| 5Y | +4.0% | -17.4% | +21.4% | +16.1% |
| 10Y | -42.2% | +64.0% | -106.2% | -49.9% |
| All | +807.8% | +3,652.8% | -2,845.1% | +290.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling