+142.0%
CNP vs PNR
+99.2%
+42.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +3.8% | +31.7% | -27.9% | -5.9% |
| 3M | +2.4% | +2.6% | -0.3% | +0.8% |
| 6M | -1.2% | -6.4% | +5.2% | -0.3% |
| YTD | +9.3% | -33.4% | +42.7% | +23.0% |
| 1Y | +6.4% | -35.1% | +41.5% | +20.8% |
| 3Y | +66.4% | +17.1% | +49.3% | +43.8% |
| 5Y | +75.7% | -3.5% | +79.2% | +61.7% |
| All | +142.0% | +99.2% | +42.7% | +39.7% |
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 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