+66.4%
CME vs PNR
+15.8%
+50.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.8% |
| 7D | +3.9% | +0.3% | +3.7% | +4.0% |
| 30D | +11.3% | +31.7% | -20.4% | +13.0% |
| 3M | +19.6% | +2.6% | +16.9% | +20.1% |
| 6M | +8.1% | -6.4% | +14.5% | +8.0% |
| YTD | +20.4% | -33.4% | +53.8% | +18.7% |
| 1Y | +16.5% | -35.1% | +51.6% | +14.7% |
| 3Y | +66.4% | +17.1% | +49.4% | +72.3% |
| All | +66.4% | +15.8% | +50.6% | +72.3% |
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