+43.0%
CSGP vs PNR
+65.3%
-22.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.6% |
| 7D | -4.1% | -2.4% | -1.7% | -3.1% |
| 30D | +2.3% | -12.8% | +15.1% | +8.5% |
| 3M | -8.2% | -17.0% | +8.8% | -1.7% |
| 6M | -35.1% | -37.4% | +2.4% | -21.6% |
| YTD | -54.0% | -41.6% | -12.4% | -42.5% |
| 1Y | -65.3% | -44.6% | -20.7% | -55.6% |
| 3Y | -62.6% | -12.1% | -50.4% | -61.7% |
| 5Y | -64.8% | -17.4% | -47.4% | -64.3% |
| All | +43.0% | +65.3% | -22.2% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling