+70.2%
CIFR vs PNR
+20.7%
+49.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.9% |
| 7D | -5.0% | -6.0% | +1.0% | +0.3% |
| 30D | -5.7% | -14.0% | +8.3% | +6.7% |
| 3M | -25.5% | -21.7% | -3.8% | -12.2% |
| 6M | +19.4% | -37.3% | +56.7% | +75.7% |
| YTD | +14.2% | -45.1% | +59.3% | +88.5% |
| 1Y | +69.0% | -49.1% | +118.1% | +201.6% |
| 3Y | +503.9% | -14.8% | +518.8% | +586.5% |
| 5Y | +27.7% | -21.0% | +48.7% | +27.8% |
| All | +70.2% | +20.7% | +49.5% | +62.3% |
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