+306.8%
CFG vs PNR
+63.0%
+243.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | +0.5% |
| 7D | -0.6% | -3.9% | +3.3% | +2.2% |
| 30D | -4.5% | -13.8% | +9.3% | +5.7% |
| 3M | +6.3% | -22.5% | +28.9% | +24.6% |
| 6M | +20.6% | -37.2% | +57.8% | +63.3% |
| YTD | +21.2% | -44.2% | +65.5% | +77.6% |
| 1Y | +38.2% | -46.6% | +84.8% | +109.3% |
| 3Y | +185.9% | -12.5% | +198.4% | +189.2% |
| 5Y | +97.0% | -19.3% | +116.3% | +107.4% |
| 10Y | +306.8% | +67.5% | +239.3% | +123.9% |
| All | +306.8% | +63.0% | +243.8% | +123.9% |
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