+57.3%
CL vs PNR
+63.0%
-5.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.1% |
| 7D | -2.3% | -3.9% | +1.6% | -1.6% |
| 30D | -5.5% | -13.8% | +8.3% | -3.1% |
| 3M | +0.8% | -22.5% | +23.4% | +4.9% |
| 6M | -4.2% | -37.2% | +32.9% | +3.1% |
| YTD | +13.4% | -44.2% | +57.6% | +24.4% |
| 1Y | +7.1% | -46.6% | +53.7% | +18.2% |
| 3Y | +29.0% | -12.5% | +41.5% | +27.3% |
| 5Y | +28.3% | -19.3% | +47.6% | +26.4% |
| 10Y | +57.3% | +67.5% | -10.2% | +30.2% |
| All | +57.3% | +63.0% | -5.7% | +30.2% |
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