+152.5%
CNH vs PNR
+66.6%
+85.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.0% |
| 7D | -2.5% | -5.5% | +3.0% | +1.1% |
| 30D | +27.0% | -15.6% | +42.6% | +40.9% |
| 3M | +32.6% | -20.2% | +52.8% | +50.2% |
| 6M | +23.6% | -36.6% | +60.2% | +61.8% |
| YTD | +47.8% | -45.0% | +92.8% | +110.3% |
| 1Y | +21.3% | -47.4% | +68.7% | +77.5% |
| 3Y | +7.0% | -13.7% | +20.7% | +10.3% |
| 5Y | +10.2% | -20.8% | +31.0% | +17.5% |
| All | +152.5% | +66.6% | +85.9% | +58.6% |
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