-29.6%
CLS vs PNR
-31.2%
+1.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.3% | -12.4% | -9.9% |
| 7D | -21.1% | +11.9% | -33.0% | -24.1% |
| 30D | -38.2% | +37.1% | -75.4% | -44.3% |
| 3M | -36.3% | +5.7% | -42.0% | -37.8% |
| 6M | -43.8% | -5.7% | -38.1% | -42.9% |
| YTD | -20.0% | -29.8% | +9.8% | -13.2% |
| 1Y | -29.6% | -31.8% | +2.2% | -22.5% |
| All | -29.6% | -31.2% | +1.6% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling