+7,539.9%
CP vs PNR
+3,652.8%
+3,887.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -2.7% | -2.4% | -0.3% | -1.9% |
| 30D | +0.2% | -12.8% | +12.9% | +5.0% |
| 3M | +2.6% | -17.0% | +19.6% | +8.5% |
| 6M | +6.0% | -37.4% | +43.4% | +23.5% |
| YTD | +24.9% | -41.6% | +66.5% | +48.7% |
| 1Y | +20.1% | -44.6% | +64.7% | +45.6% |
| 3Y | +16.4% | -12.1% | +28.5% | +18.0% |
| 5Y | +31.7% | -17.4% | +49.1% | +33.7% |
| 10Y | +223.9% | +64.0% | +159.9% | +150.9% |
| All | +7,539.9% | +3,652.8% | +3,887.1% | +3,147.9% |
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