+68.0%
CNH vs PNR
+71.3%
-3.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +23.3% | -2.4% | +25.7% | +25.0% |
| 30D | +33.5% | -12.8% | +46.2% | +44.6% |
| 3M | +32.7% | -17.0% | +49.7% | +46.2% |
| 6M | +22.2% | -37.4% | +59.6% | +59.8% |
| YTD | +57.7% | -41.6% | +99.3% | +113.5% |
| 1Y | +28.0% | -44.6% | +72.6% | +79.0% |
| 3Y | +11.5% | -12.1% | +23.7% | +14.4% |
| 5Y | +11.9% | -17.4% | +29.3% | +16.2% |
| 10Y | +162.8% | +64.0% | +98.8% | +71.1% |
| All | +68.0% | +71.3% | -3.3% | +4.7% |
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