+42.7%
CI vs PNR
-20.5%
+63.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.1% |
| 7D | -1.1% | -3.9% | +2.8% | -0.5% |
| 30D | +0.5% | -13.8% | +14.3% | +2.8% |
| 3M | -5.2% | -22.5% | +17.4% | -1.6% |
| 6M | +4.3% | -37.2% | +41.5% | +11.8% |
| YTD | +2.8% | -44.2% | +47.0% | +12.0% |
| 1Y | -5.8% | -46.6% | +40.8% | +3.4% |
| 3Y | +4.7% | -12.5% | +17.2% | +3.9% |
| 5Y | +42.7% | -19.3% | +62.0% | +43.4% |
| All | +42.7% | -20.5% | +63.2% | +43.4% |
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 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