+62.3%
CF vs PNR
-46.4%
+108.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.4% | +0.3% |
| 7D | -0.9% | -3.0% | +2.1% | -1.4% |
| 30D | +18.1% | -14.9% | +33.0% | +15.5% |
| 3M | +23.4% | -19.0% | +42.4% | +20.5% |
| 6M | +17.1% | -35.9% | +53.0% | +12.2% |
| YTD | +76.2% | -43.1% | +119.4% | +69.3% |
| 1Y | +62.3% | -46.4% | +108.6% | +60.0% |
| All | +62.3% | -46.4% | +108.6% | +60.0% |
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