+18.6%
CP vs PNR
-47.6%
+66.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.6% | -6.0% | +3.4% | -1.0% |
| 30D | -3.7% | -14.0% | +10.2% | +0.1% |
| 3M | +0.1% | -21.7% | +21.8% | +6.0% |
| 6M | +7.8% | -37.3% | +45.1% | +23.0% |
| YTD | +21.7% | -45.1% | +66.8% | +44.6% |
| 1Y | +18.6% | -49.1% | +67.8% | +46.3% |
| All | +18.6% | -47.6% | +66.2% | +46.3% |
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 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