+50.5%
COP vs PNR
-47.6%
+98.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.3% | -6.0% | +8.3% | +1.6% |
| 30D | +8.6% | -14.0% | +22.6% | +6.9% |
| 3M | +19.9% | -21.7% | +41.5% | +17.5% |
| 6M | +19.0% | -37.3% | +56.3% | +16.6% |
| YTD | +50.0% | -45.1% | +95.1% | +48.3% |
| 1Y | +50.5% | -49.1% | +99.6% | +51.5% |
| All | +50.5% | -47.6% | +98.1% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling