+208.5%
CFG vs PNR
+99.2%
+109.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +3.2% | +0.3% | +2.9% | +3.0% |
| 30D | +5.1% | +31.7% | -26.6% | -14.6% |
| 3M | -11.2% | +2.6% | -13.9% | -14.2% |
| 6M | +9.6% | -6.4% | +15.9% | +10.7% |
| YTD | +15.0% | -33.4% | +48.4% | +46.9% |
| 1Y | +29.9% | -35.1% | +64.9% | +69.1% |
| 3Y | +192.1% | +17.1% | +175.0% | +134.8% |
| 5Y | +62.3% | -3.5% | +65.8% | +49.2% |
| All | +208.5% | +99.2% | +109.3% | +49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling