+19,104.6%
CMI vs PNR
+3,435.9%
+15,668.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.2% |
| 7D | +0.8% | -5.5% | +6.3% | +3.7% |
| 30D | -12.8% | -15.6% | +2.8% | -5.1% |
| 3M | -12.4% | -20.2% | +7.8% | -3.4% |
| 6M | -0.9% | -36.6% | +35.7% | +22.9% |
| YTD | +8.9% | -45.0% | +53.8% | +44.5% |
| 1Y | +37.7% | -47.4% | +85.1% | +87.1% |
| 3Y | +148.9% | -13.7% | +162.6% | +158.1% |
| 5Y | +164.4% | -20.8% | +185.2% | +179.1% |
| 10Y | +506.9% | +65.2% | +441.8% | +326.7% |
| All | +19,104.6% | +3,435.9% | +15,668.6% | +6,545.7% |
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