+1,284.2%
CLS vs PNR
-13.0%
+1,297.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +2.3% |
| 7D | +20.1% | -3.9% | +24.0% | +22.9% |
| 30D | +6.0% | -13.8% | +19.8% | +15.8% |
| 3M | -10.3% | -22.5% | +12.2% | +3.3% |
| 6M | +24.5% | -37.2% | +61.7% | +68.0% |
| YTD | +12.9% | -44.2% | +57.1% | +62.2% |
| 1Y | +36.7% | -46.6% | +83.3% | +103.1% |
| All | +1,284.2% | -13.0% | +1,297.3% | +1,433.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling