-89.8%
CDE vs PNR
+3,435.9%
-3,525.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.8% | -2.6% |
| 7D | -6.1% | -5.5% | -0.6% | -4.0% |
| 30D | +9.5% | -15.6% | +25.0% | +16.9% |
| 3M | +32.0% | -20.2% | +52.2% | +42.8% |
| 6M | -12.8% | -36.6% | +23.8% | +3.5% |
| YTD | +14.2% | -45.0% | +59.2% | +42.6% |
| 1Y | +36.3% | -47.4% | +83.7% | +73.2% |
| 3Y | +821.4% | -13.7% | +835.1% | +874.6% |
| 5Y | +194.3% | -20.8% | +215.1% | +215.1% |
| 10Y | +53.2% | +65.2% | -12.0% | +21.5% |
| All | -89.8% | +3,435.9% | -3,525.8% | -94.3% |
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