+471.5%
CF vs PNR
+101.4%
+370.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | +10.4% | -3.7% | +14.1% | +11.8% |
| 30D | +7.6% | +33.1% | -25.6% | -4.9% |
| 3M | +5.2% | +3.7% | +1.5% | +2.5% |
| 6M | -0.1% | -7.7% | +7.6% | +0.8% |
| YTD | +61.7% | -32.4% | +94.1% | +83.6% |
| 1Y | +50.3% | -35.0% | +85.3% | +73.7% |
| 3Y | +66.0% | +17.1% | +48.9% | +36.2% |
| 5Y | +114.5% | +0.1% | +114.4% | +87.3% |
| 10Y | +471.5% | +103.2% | +368.3% | +187.8% |
| All | +471.5% | +101.4% | +370.2% | +187.8% |
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 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