+274.2%
CME vs PNR
+66.2%
+208.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.6% | -6.0% | +4.4% | -0.1% |
| 30D | +5.6% | -14.0% | +19.6% | +9.4% |
| 3M | +5.6% | -21.7% | +27.3% | +11.3% |
| 6M | -8.3% | -37.3% | +29.0% | +1.8% |
| YTD | +4.3% | -45.1% | +49.5% | +19.5% |
| 1Y | +9.1% | -49.1% | +58.2% | +27.4% |
| 3Y | +52.1% | -14.8% | +66.9% | +46.2% |
| 5Y | +79.7% | -21.0% | +100.7% | +74.9% |
| All | +274.2% | +66.2% | +208.1% | +142.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling