+1,886.0%
CNP vs PNR
+4,177.9%
-2,292.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | +2.4% | +2.6% | -0.3% | +1.3% |
| 6M | -1.2% | -6.4% | +5.2% | -0.6% |
| YTD | +9.3% | -33.4% | +42.7% | +18.0% |
| 1Y | +6.4% | -35.1% | +41.5% | +15.4% |
| 3Y | +66.4% | +17.1% | +49.3% | +55.0% |
| 5Y | +75.7% | -3.5% | +79.2% | +68.3% |
| 10Y | +145.1% | +100.2% | +45.0% | +95.5% |
| All | +1,886.0% | +4,177.9% | -2,292.0% | +1,056.3% |
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