-0.8%
CRM vs PNR
-21.7%
+20.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | -4.4% | -6.0% | +1.6% | -1.5% |
| 30D | +28.1% | -14.0% | +42.1% | +37.7% |
| 3M | +48.8% | -21.7% | +70.5% | +65.2% |
| 6M | +28.3% | -37.3% | +65.5% | +57.9% |
| YTD | -6.0% | -45.1% | +39.1% | +24.1% |
| 1Y | +1.4% | -49.1% | +50.6% | +39.5% |
| 3Y | +11.8% | -14.8% | +26.7% | +8.0% |
| All | -0.8% | -21.7% | +20.9% | -1.9% |
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 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