+21.8%
CP vs PNR
-11.7%
+33.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.4% |
| 7D | +2.4% | -3.0% | +5.5% | +3.5% |
| 30D | -0.5% | -14.9% | +14.4% | +4.9% |
| 3M | +1.4% | -19.0% | +20.5% | +7.8% |
| 6M | +10.3% | -35.9% | +46.2% | +27.6% |
| YTD | +24.3% | -43.1% | +67.4% | +49.9% |
| 1Y | +20.4% | -46.4% | +66.8% | +48.6% |
| 3Y | +21.8% | -10.8% | +32.6% | +21.7% |
| All | +21.8% | -11.7% | +33.5% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling