+4,766.3%
COP vs PNR
+4,177.9%
+588.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +4.4% | +0.3% | +4.1% | +4.3% |
| 30D | 0.0% | +31.7% | -31.8% | -9.2% |
| 3M | +15.0% | +2.6% | +12.4% | +12.9% |
| 6M | +22.0% | -6.4% | +28.4% | +21.8% |
| YTD | +55.3% | -33.4% | +88.8% | +71.5% |
| 1Y | +64.1% | -35.1% | +99.2% | +82.6% |
| 3Y | +34.1% | +17.1% | +17.0% | +20.6% |
| 5Y | +133.4% | -3.5% | +136.9% | +117.8% |
| 10Y | +338.6% | +100.2% | +238.4% | +220.0% |
| All | +4,766.3% | +4,177.9% | +588.3% | +2,315.8% |
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