-10.0%
CRM vs PNR
-31.2%
+21.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +1.9% |
| 7D | -6.2% | +11.9% | -18.1% | -7.1% |
| 30D | -1.2% | +37.1% | -38.3% | -4.4% |
| 3M | +19.1% | +5.7% | +13.4% | +18.8% |
| 6M | +23.0% | -5.7% | +28.7% | +23.3% |
| YTD | -13.7% | -29.8% | +16.1% | -7.4% |
| 1Y | -10.0% | -31.8% | +21.8% | -2.1% |
| All | -10.0% | -31.2% | +21.2% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling