-4.5%
CRS vs PNR
-31.2%
+26.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.9% | -1.7% |
| 7D | +4.3% | +11.9% | -7.6% | +3.6% |
| 30D | -25.5% | +37.1% | -62.6% | -26.9% |
| 3M | -48.7% | +5.7% | -54.4% | -47.5% |
| 6M | -31.6% | -5.7% | -25.9% | -28.3% |
| YTD | -7.0% | -29.8% | +22.8% | -1.8% |
| 1Y | -4.5% | -31.8% | +27.3% | +2.1% |
| All | -4.5% | -31.2% | +26.7% | +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