+142.1%
CI vs PNR
+66.2%
+76.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -0.1% | -6.0% | +6.0% | +2.1% |
| 30D | +1.8% | -14.0% | +15.7% | +7.1% |
| 3M | -4.2% | -21.7% | +17.4% | +3.3% |
| 6M | +8.8% | -37.3% | +46.1% | +26.4% |
| YTD | +3.7% | -45.1% | +48.9% | +25.8% |
| 1Y | -6.1% | -49.1% | +43.0% | +17.0% |
| 3Y | +4.5% | -14.8% | +19.3% | +2.4% |
| 5Y | +50.5% | -21.0% | +71.5% | +50.3% |
| All | +142.1% | +66.2% | +76.0% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling