+14.8%
CNH vs PNR
-31.2%
+46.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -1.2% |
| 7D | +6.5% | +11.9% | -5.4% | +2.5% |
| 30D | -12.0% | +37.1% | -49.1% | -21.5% |
| 3M | +4.4% | +5.7% | -1.3% | +3.2% |
| 6M | +15.7% | -5.7% | +21.4% | +18.4% |
| YTD | +28.2% | -29.8% | +58.0% | +44.1% |
| 1Y | +14.8% | -31.8% | +46.6% | +31.5% |
| All | +14.8% | -31.2% | +46.0% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling