+7,715.0%
CME vs PNR
+812.1%
+6,902.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +3.9% | +0.3% | +3.7% | +3.8% |
| 30D | +11.3% | +31.7% | -20.4% | -0.7% |
| 3M | +19.6% | +2.6% | +16.9% | +17.2% |
| 6M | +8.1% | -6.4% | +14.5% | +8.4% |
| YTD | +20.4% | -33.4% | +53.8% | +36.4% |
| 1Y | +16.5% | -35.1% | +51.6% | +33.1% |
| 3Y | +66.4% | +17.1% | +49.4% | +40.9% |
| 5Y | +74.5% | -3.5% | +78.0% | +55.1% |
| 10Y | +308.5% | +100.2% | +208.3% | +138.8% |
| All | +7,715.0% | +812.1% | +6,902.9% | +2,165.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling