+5,331.8%
CF vs PNR
+275.2%
+5,056.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.9% |
| 7D | -3.2% | +2.8% | -6.0% | -5.1% |
| 30D | +4.3% | +31.2% | -26.8% | -11.0% |
| 3M | +2.8% | -2.1% | +4.9% | +2.0% |
| 6M | +0.6% | -14.0% | +14.6% | +5.2% |
| YTD | +56.6% | -33.6% | +90.2% | +84.2% |
| 1Y | +49.6% | -35.2% | +84.8% | +78.1% |
| 3Y | +61.5% | +15.8% | +45.7% | +29.5% |
| 5Y | +124.0% | -1.8% | +125.8% | +87.2% |
| 10Y | +573.2% | +117.0% | +456.2% | +219.2% |
| All | +5,331.8% | +275.2% | +5,056.7% | +1,317.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling