+1,034.4%
CCL vs PNR
+4,177.9%
-3,143.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.2% | +0.3% | -1.4% | -1.3% |
| 30D | +13.1% | +31.7% | -18.6% | -1.6% |
| 3M | +3.4% | +2.6% | +0.7% | +1.7% |
| 6M | +18.7% | -6.4% | +25.1% | +21.3% |
| YTD | -2.3% | -33.4% | +31.2% | +17.9% |
| 1Y | +14.2% | -35.1% | +49.3% | +39.6% |
| 3Y | +133.6% | +17.1% | +116.5% | +117.7% |
| 5Y | +33.5% | -3.5% | +37.0% | +38.1% |
| 10Y | -32.8% | +100.2% | -132.9% | -46.7% |
| All | +1,034.4% | +4,177.9% | -3,143.6% | +356.3% |
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 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