-5.5%
CI vs PNR
-43.1%
+37.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +1.3% | -2.4% | +3.7% | +1.6% |
| 30D | +4.4% | -12.8% | +17.2% | +6.4% |
| 3M | +0.7% | -17.0% | +17.6% | +3.1% |
| 6M | +0.3% | -37.4% | +37.8% | +7.0% |
| YTD | +3.8% | -41.6% | +45.4% | +11.2% |
| 1Y | -5.5% | -44.6% | +39.1% | +2.8% |
| All | -5.5% | -43.1% | +37.6% | +2.8% |
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