+619.9%
CF vs PNR
+63.0%
+556.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +3.6% |
| 7D | -0.8% | -3.9% | +3.0% | +0.7% |
| 30D | +14.3% | -13.8% | +28.1% | +21.0% |
| 3M | +27.9% | -22.5% | +50.4% | +39.9% |
| 6M | +25.5% | -37.2% | +62.7% | +48.3% |
| YTD | +81.2% | -44.2% | +125.4% | +124.4% |
| 1Y | +66.5% | -46.6% | +113.2% | +110.3% |
| 3Y | +76.7% | -12.5% | +89.2% | +66.2% |
| 5Y | +237.8% | -19.3% | +257.2% | +225.5% |
| 10Y | +619.9% | +67.5% | +552.4% | +283.3% |
| All | +619.9% | +63.0% | +556.9% | +283.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling