+4,850.5%
CL vs PNR
+3,652.9%
+1,197.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.2% | -2.4% | +0.2% | -1.8% |
| 30D | -4.8% | -12.8% | +7.9% | -2.7% |
| 3M | +4.9% | -17.0% | +21.9% | +7.8% |
| 6M | -5.7% | -37.4% | +31.7% | +1.4% |
| YTD | +14.4% | -41.6% | +56.0% | +24.3% |
| 1Y | +8.7% | -44.6% | +53.4% | +19.1% |
| 3Y | +30.0% | -12.1% | +42.1% | +29.6% |
| 5Y | +28.4% | -17.4% | +45.8% | +27.5% |
| 10Y | +50.1% | +64.0% | -13.9% | +28.3% |
| All | +4,850.5% | +3,652.9% | +1,197.6% | +2,515.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling