+38.4%
CFG vs PNR
-47.3%
+85.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.8% |
| 7D | -1.7% | -5.5% | +3.8% | -0.2% |
| 30D | -4.6% | -15.6% | +11.0% | -0.1% |
| 3M | +7.9% | -20.2% | +28.1% | +13.3% |
| 6M | +19.9% | -36.6% | +56.5% | +35.2% |
| YTD | +21.7% | -45.0% | +66.7% | +43.7% |
| 1Y | +38.4% | -47.4% | +85.9% | +68.7% |
| All | +38.4% | -47.3% | +85.7% | +68.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling