+4,005.7%
CMG vs PNR
+233.4%
+3,772.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | -3.8% | -5.5% | +1.6% | -1.5% |
| 30D | +12.9% | -15.6% | +28.5% | +21.2% |
| 3M | +18.8% | -20.2% | +39.0% | +29.8% |
| 6M | +4.1% | -36.6% | +40.7% | +25.1% |
| YTD | -2.4% | -45.0% | +42.6% | +24.1% |
| 1Y | -6.7% | -47.4% | +40.8% | +21.0% |
| 3Y | -7.1% | -13.7% | +6.6% | -6.0% |
| 5Y | -5.0% | -20.8% | +15.8% | -2.3% |
| 10Y | +323.5% | +65.2% | +258.3% | +189.5% |
| All | +4,005.7% | +233.4% | +3,772.3% | +1,597.5% |
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