+4,462.8%
CNC vs PNR
+635.6%
+3,827.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.6% |
| 7D | -3.9% | -5.5% | +1.6% | -1.9% |
| 30D | +0.8% | -15.6% | +16.4% | +6.9% |
| 3M | +0.1% | -20.2% | +20.3% | +7.3% |
| 6M | +79.7% | -36.6% | +116.3% | +107.1% |
| YTD | +58.9% | -45.0% | +103.9% | +92.1% |
| 1Y | +109.1% | -47.4% | +156.6% | +157.0% |
| 3Y | 0.0% | -13.7% | +13.7% | -1.4% |
| 5Y | +9.5% | -20.8% | +30.3% | +8.2% |
| 10Y | +95.7% | +65.2% | +30.5% | +36.8% |
| All | +4,462.8% | +635.6% | +3,827.2% | +1,763.4% |
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