+5,967.0%
CF vs PNR
+230.0%
+5,737.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.4% |
| 7D | +6.0% | -2.4% | +8.4% | +7.3% |
| 30D | +14.8% | -12.8% | +27.6% | +23.0% |
| 3M | +14.1% | -17.0% | +31.0% | +23.5% |
| 6M | +28.5% | -37.4% | +66.0% | +59.3% |
| YTD | +74.9% | -41.6% | +116.6% | +123.6% |
| 1Y | +61.7% | -44.6% | +106.3% | +112.5% |
| 3Y | +80.3% | -12.1% | +92.5% | +71.0% |
| 5Y | +226.0% | -17.4% | +243.4% | +203.7% |
| 10Y | +569.9% | +64.0% | +505.9% | +279.8% |
| All | +5,967.0% | +230.0% | +5,737.0% | +1,620.8% |
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 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