+28.3%
CL vs PNR
-11.4%
+39.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.2% |
| 7D | -1.4% | -3.0% | +1.7% | -1.2% |
| 30D | -5.2% | -14.9% | +9.7% | -4.3% |
| 3M | +3.3% | -19.0% | +22.3% | +4.3% |
| 6M | -4.4% | -35.9% | +31.6% | -2.4% |
| YTD | +13.9% | -43.1% | +57.1% | +16.7% |
| 1Y | +7.6% | -46.4% | +54.0% | +10.5% |
| All | +28.3% | -11.4% | +39.6% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling