+97.0%
CFG vs PNR
-20.5%
+117.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | +0.2% |
| 7D | -0.6% | -3.9% | +3.3% | +1.7% |
| 30D | -4.5% | -13.8% | +9.3% | +3.7% |
| 3M | +6.3% | -22.5% | +28.9% | +20.9% |
| 6M | +20.6% | -37.2% | +57.8% | +54.8% |
| YTD | +21.2% | -44.2% | +65.5% | +66.5% |
| 1Y | +38.2% | -46.6% | +84.8% | +95.4% |
| 3Y | +185.9% | -12.5% | +198.4% | +190.1% |
| 5Y | +97.0% | -19.3% | +116.3% | +95.6% |
| All | +97.0% | -20.5% | +117.5% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling