+220.7%
CF vs PNR
-17.2%
+238.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.3% |
| 7D | +6.0% | -2.4% | +8.4% | +6.3% |
| 30D | +14.8% | -12.8% | +27.6% | +16.6% |
| 3M | +14.1% | -17.0% | +31.0% | +16.2% |
| 6M | +28.5% | -37.4% | +66.0% | +36.3% |
| YTD | +74.9% | -41.6% | +116.6% | +87.5% |
| 1Y | +61.7% | -44.6% | +106.3% | +75.1% |
| 3Y | +80.3% | -12.1% | +92.5% | +75.8% |
| All | +220.7% | -17.2% | +238.0% | +238.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling