+362.4%
CFG vs PNR
+64.9%
+297.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +1.5% | -2.4% | +3.9% | +3.2% |
| 30D | -3.8% | -12.8% | +8.9% | +5.1% |
| 3M | +11.5% | -17.0% | +28.5% | +23.7% |
| 6M | +19.2% | -37.4% | +56.6% | +59.7% |
| YTD | +23.7% | -41.6% | +65.3% | +72.2% |
| 1Y | +38.8% | -44.6% | +83.5% | +100.7% |
| 3Y | +178.9% | -12.1% | +191.0% | +184.5% |
| 5Y | +101.8% | -17.4% | +119.2% | +109.9% |
| 10Y | +317.3% | +64.0% | +253.3% | +154.5% |
| All | +362.4% | +64.9% | +297.5% | +168.6% |
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 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