+51.6%
CME vs PNR
-13.0%
+64.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.9% |
| 7D | -0.6% | -3.9% | +3.2% | -0.8% |
| 30D | +4.7% | -13.8% | +18.5% | +4.0% |
| 3M | +7.8% | -22.5% | +30.4% | +6.6% |
| 6M | -11.0% | -37.2% | +26.2% | -12.7% |
| YTD | +4.0% | -44.2% | +48.2% | +1.6% |
| 1Y | +9.1% | -46.6% | +55.8% | +6.4% |
| All | +51.6% | -13.0% | +64.6% | +52.6% |
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