+7,895.4%
CI vs PNR
+4,177.9%
+3,717.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | +2.6% | +31.7% | -29.1% | -6.2% |
| 3M | +7.4% | +2.6% | +4.8% | +5.9% |
| 6M | -0.1% | -6.4% | +6.3% | +0.5% |
| YTD | +9.7% | -33.4% | +43.2% | +21.8% |
| 1Y | +12.1% | -35.1% | +47.2% | +25.3% |
| 3Y | +7.0% | +17.1% | -10.1% | -3.1% |
| 5Y | +49.7% | -3.5% | +53.2% | +40.4% |
| 10Y | +147.2% | +100.2% | +47.1% | +78.9% |
| All | +7,895.4% | +4,177.9% | +3,717.5% | +2,773.8% |
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 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