+28.1%
CL vs PNR
-17.7%
+45.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.1% |
| 7D | -1.4% | -3.0% | +1.7% | -1.0% |
| 30D | -5.2% | -14.9% | +9.7% | -3.4% |
| 3M | +3.3% | -19.0% | +22.3% | +5.6% |
| 6M | -4.4% | -35.9% | +31.6% | +0.4% |
| YTD | +13.9% | -43.1% | +57.1% | +21.2% |
| 1Y | +7.6% | -46.4% | +54.0% | +15.3% |
| 3Y | +29.6% | -10.8% | +40.4% | +27.0% |
| 5Y | +28.1% | -18.9% | +46.9% | +22.2% |
| All | +28.1% | -17.7% | +45.8% | +22.2% |
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 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