+62.6%
CSGP vs PNR
+101.4%
-38.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -7.1% | -3.7% | -3.3% | -5.5% |
| 30D | +3.6% | +33.1% | -29.5% | -9.0% |
| 3M | -2.7% | +3.7% | -6.4% | -4.7% |
| 6M | -8.0% | -7.7% | -0.3% | -6.6% |
| YTD | -55.0% | -32.4% | -22.5% | -47.4% |
| 1Y | -55.8% | -35.0% | -20.8% | -47.4% |
| 3Y | -62.0% | +17.1% | -79.1% | -65.8% |
| 5Y | -62.9% | +0.1% | -63.1% | -65.5% |
| 10Y | +62.6% | +103.2% | -40.6% | +9.7% |
| All | +62.6% | +101.4% | -38.7% | +9.7% |
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