+7.7%
CNH vs PNR
-21.7%
+29.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -5.7% | -6.0% | +0.3% | -2.5% |
| 30D | +26.6% | -14.0% | +40.5% | +36.9% |
| 3M | +31.1% | -21.7% | +52.8% | +47.2% |
| 6M | +24.9% | -37.3% | +62.1% | +58.5% |
| YTD | +48.7% | -45.1% | +93.8% | +101.8% |
| 1Y | +22.2% | -49.1% | +71.3% | +73.2% |
| 3Y | +7.4% | -14.8% | +22.3% | +12.1% |
| All | +7.7% | -21.7% | +29.4% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling