+41.3%
CL vs PNR
+0.7%
+40.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.6% | +1.1% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | +11.6% | +34.4% | -22.9% | +7.6% |
| 3M | +5.6% | +2.4% | +3.2% | +5.2% |
| 6M | +13.2% | -7.8% | +20.9% | +13.8% |
| YTD | +26.9% | -31.6% | +58.5% | +32.0% |
| 1Y | +27.3% | -33.6% | +61.0% | +32.9% |
| 3Y | +39.7% | +19.9% | +19.8% | +30.9% |
| 5Y | +41.3% | +0.8% | +40.5% | +32.3% |
| All | +41.3% | +0.7% | +40.7% | +32.3% |
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 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