+122.2%
CMS vs PNR
+63.0%
+59.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | +0.2% | -3.9% | +4.0% | +0.9% |
| 30D | -1.3% | -13.8% | +12.5% | +1.6% |
| 3M | -5.4% | -22.5% | +17.2% | -0.9% |
| 6M | -10.3% | -37.2% | +26.8% | -2.3% |
| YTD | -0.2% | -44.2% | +44.0% | +11.1% |
| 1Y | -0.9% | -46.6% | +45.8% | +11.2% |
| 3Y | +34.0% | -12.5% | +46.5% | +32.5% |
| 5Y | +23.6% | -19.3% | +42.9% | +21.6% |
| 10Y | +122.2% | +67.5% | +54.8% | +77.3% |
| All | +122.2% | +63.0% | +59.3% | +77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling