+78.7%
CME vs PNR
-21.1%
+99.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.1% |
| 7D | -2.4% | -5.5% | +3.1% | -2.0% |
| 30D | +6.2% | -15.6% | +21.8% | +7.4% |
| 3M | +4.4% | -20.2% | +24.6% | +5.8% |
| 6M | -9.6% | -36.6% | +27.0% | -6.9% |
| YTD | +3.8% | -45.0% | +48.8% | +8.3% |
| 1Y | +9.5% | -47.4% | +57.0% | +14.8% |
| 3Y | +51.9% | -13.7% | +65.6% | +45.5% |
| 5Y | +78.7% | -20.8% | +99.5% | +79.1% |
| All | +78.7% | -21.1% | +99.8% | +79.1% |
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