+8.9%
CRCL vs PNR
-42.5%
+51.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -11.2% | -6.0% | -5.2% | -10.5% |
| 30D | +27.1% | -14.0% | +41.1% | +29.3% |
| 3M | +9.6% | -21.7% | +31.3% | +12.1% |
| 6M | -19.7% | -37.3% | +17.6% | -11.1% |
| YTD | +14.2% | -45.1% | +59.4% | +32.9% |
| 1Y | -32.2% | -49.1% | +16.9% | -17.3% |
| All | +8.9% | -42.5% | +51.4% | +53.5% |
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 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