+1,980.9%
CLS vs PNR
-3.8%
+1,984.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +16.3% | +0.3% | +16.0% | +16.1% |
| 30D | -25.7% | +31.7% | -57.4% | -37.7% |
| 3M | -30.9% | +2.6% | -33.5% | -32.7% |
| 6M | -35.5% | -6.4% | -29.1% | -34.8% |
| YTD | -18.7% | -33.4% | +14.7% | +2.0% |
| 1Y | -17.9% | -35.1% | +17.2% | +4.5% |
| 3Y | +838.1% | +17.1% | +821.0% | +724.7% |
| All | +1,980.9% | -3.8% | +1,984.6% | +1,853.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling