+10.0%
CNH vs PNR
-13.0%
+23.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +3.2% |
| 7D | +1.8% | -3.9% | +5.7% | +4.0% |
| 30D | +32.6% | -13.8% | +46.4% | +43.1% |
| 3M | +29.4% | -22.5% | +52.0% | +46.0% |
| 6M | +26.0% | -37.2% | +63.1% | +59.7% |
| YTD | +52.2% | -44.2% | +96.4% | +104.8% |
| 1Y | +23.9% | -46.6% | +70.5% | +71.1% |
| All | +10.0% | -13.0% | +23.0% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling