-7.1%
CMG vs PNR
-14.5%
+7.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.1% | -6.0% | +4.0% | -0.3% |
| 30D | +10.9% | -14.0% | +24.9% | +15.8% |
| 3M | +15.8% | -21.7% | +37.5% | +24.1% |
| 6M | +6.9% | -37.3% | +44.2% | +22.1% |
| YTD | -2.2% | -45.1% | +43.0% | +15.7% |
| 1Y | -7.1% | -49.1% | +42.0% | +12.4% |
| 3Y | -7.1% | -14.8% | +7.7% | +3.2% |
| All | -7.1% | -14.5% | +7.3% | +3.2% |
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