+34.9%
CP vs PNR
-20.5%
+55.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.5% |
| 7D | +0.6% | -3.9% | +4.5% | +2.0% |
| 30D | -0.5% | -13.8% | +13.3% | +4.8% |
| 3M | +0.1% | -22.5% | +22.6% | +8.6% |
| 6M | +7.8% | -37.2% | +45.0% | +26.2% |
| YTD | +22.9% | -44.2% | +67.1% | +50.0% |
| 1Y | +21.3% | -46.6% | +68.0% | +50.6% |
| 3Y | +20.4% | -12.5% | +32.9% | +21.1% |
| 5Y | +34.9% | -19.3% | +54.3% | +32.5% |
| All | +34.9% | -20.5% | +55.4% | +32.5% |
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 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