+47.0%
CF vs PNR
-34.0%
+80.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.1% | +0.4% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | +6.9% | +34.4% | -27.5% | +12.1% |
| 3M | +4.8% | +2.4% | +2.4% | +4.8% |
| 6M | +4.7% | -7.8% | +12.4% | +3.0% |
| YTD | +56.5% | -31.6% | +88.1% | +50.0% |
| All | +47.0% | -34.0% | +80.9% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling