+51.7%
CNP vs PNR
-13.0%
+64.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | +0.7% | -3.9% | +4.5% | +1.1% |
| 30D | -0.1% | -13.8% | +13.7% | +1.7% |
| 3M | -5.6% | -22.5% | +16.9% | -2.8% |
| 6M | -7.5% | -37.2% | +29.7% | -2.4% |
| YTD | +5.5% | -44.2% | +49.7% | +12.8% |
| 1Y | +8.3% | -46.6% | +55.0% | +16.6% |
| All | +51.7% | -13.0% | +64.7% | +47.5% |
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 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