+7,807.4%
CP vs PNR
+4,167.9%
+3,639.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.5% |
| 7D | +0.9% | -2.3% | +3.2% | +1.7% |
| 30D | +10.3% | +29.3% | -18.9% | +0.4% |
| 3M | +2.3% | +4.1% | -1.8% | +0.3% |
| 6M | +10.7% | -8.6% | +19.3% | +12.6% |
| YTD | +29.3% | -33.6% | +62.9% | +46.4% |
| 1Y | +31.5% | -36.4% | +67.8% | +51.0% |
| 3Y | +36.7% | +15.1% | +21.6% | +25.6% |
| 5Y | +26.8% | -3.8% | +30.6% | +21.5% |
| 10Y | +260.1% | +99.7% | +160.4% | +159.9% |
| All | +7,807.4% | +4,167.9% | +3,639.5% | +3,097.4% |
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