+1,812.7%
CNP vs PNR
+3,652.8%
-1,840.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +1.1% | -2.4% | +3.5% | +1.6% |
| 30D | -1.8% | -12.8% | +10.9% | +1.1% |
| 3M | -4.6% | -17.0% | +12.3% | -1.1% |
| 6M | -8.8% | -37.4% | +28.6% | +0.4% |
| YTD | +5.2% | -41.6% | +46.8% | +17.4% |
| 1Y | +8.3% | -44.6% | +52.9% | +22.1% |
| 3Y | +54.9% | -12.1% | +67.0% | +54.5% |
| 5Y | +73.5% | -17.4% | +90.9% | +72.6% |
| 10Y | +139.1% | +64.0% | +75.1% | +99.5% |
| All | +1,812.7% | +3,652.8% | -1,840.2% | +1,050.9% |
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