+5,393.0%
CL vs PNR
+4,296.9%
+1,096.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.6% | +0.9% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | +11.6% | +34.4% | -22.9% | +5.9% |
| 3M | +5.6% | +2.4% | +3.2% | +4.9% |
| 6M | +13.2% | -7.8% | +20.9% | +14.0% |
| YTD | +26.9% | -31.6% | +58.5% | +33.9% |
| 1Y | +27.3% | -33.6% | +61.0% | +35.0% |
| 3Y | +39.7% | +19.9% | +19.8% | +31.9% |
| 5Y | +41.3% | +0.8% | +40.5% | +35.6% |
| 10Y | +76.3% | +113.4% | -37.2% | +43.9% |
| All | +5,393.0% | +4,296.9% | +1,096.1% | +2,718.9% |
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