+73.1%
CME vs PNR
-3.8%
+76.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.8% |
| 7D | +3.9% | +0.3% | +3.7% | +3.9% |
| 30D | +11.3% | +31.7% | -20.4% | +9.5% |
| 3M | +19.6% | +2.6% | +16.9% | +19.5% |
| 6M | +8.1% | -6.4% | +14.5% | +8.4% |
| YTD | +20.4% | -33.4% | +53.8% | +23.9% |
| 1Y | +16.5% | -35.1% | +51.6% | +20.2% |
| 3Y | +66.4% | +17.1% | +49.4% | +54.1% |
| All | +73.1% | -3.8% | +76.8% | +72.1% |
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