+193.3%
COP vs PNR
-20.5%
+213.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.4% |
| 7D | -0.5% | -3.9% | +3.4% | +0.2% |
| 30D | +11.7% | -13.8% | +25.5% | +14.4% |
| 3M | +17.7% | -22.5% | +40.2% | +22.3% |
| 6M | +18.3% | -37.2% | +55.5% | +28.0% |
| YTD | +49.1% | -44.2% | +93.3% | +65.5% |
| 1Y | +53.3% | -46.6% | +100.0% | +72.1% |
| 3Y | +22.2% | -12.5% | +34.7% | +21.5% |
| 5Y | +193.3% | -19.3% | +212.7% | +192.4% |
| All | +193.3% | -20.5% | +213.8% | +192.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling