+5,365.2%
CL vs PNR
+4,242.4%
+1,122.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.8% | -3.7% | +3.0% | -0.1% |
| 30D | +9.5% | +33.1% | -23.6% | +4.2% |
| 3M | +6.8% | +3.7% | +3.1% | +5.9% |
| 6M | +14.3% | -7.7% | +22.0% | +15.1% |
| YTD | +26.3% | -32.4% | +58.7% | +33.5% |
| 1Y | +25.6% | -35.0% | +60.6% | +33.6% |
| 3Y | +38.5% | +17.1% | +21.4% | +31.2% |
| 5Y | +40.7% | +0.1% | +40.6% | +35.1% |
| 10Y | +83.1% | +103.2% | -20.1% | +50.8% |
| All | +5,365.2% | +4,242.4% | +1,122.8% | +2,710.5% |
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