+340.4%
CG vs PNR
+154.9%
+185.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.5% | -0.5% |
| 7D | -1.3% | -3.0% | +1.8% | +0.6% |
| 30D | -3.2% | -14.9% | +11.7% | +7.0% |
| 3M | +6.2% | -19.0% | +25.3% | +18.9% |
| 6M | -4.7% | -35.9% | +31.3% | +22.7% |
| YTD | -20.6% | -43.1% | +22.5% | +9.8% |
| 1Y | -26.4% | -46.4% | +20.0% | +5.9% |
| 3Y | +55.4% | -10.8% | +66.2% | +64.4% |
| 5Y | +9.8% | -18.9% | +28.7% | +20.5% |
| 10Y | +341.4% | +64.4% | +276.9% | +214.6% |
| All | +340.4% | +154.9% | +185.5% | +170.4% |
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