+67.3%
CSGP vs PNR
+119.7%
-52.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +1.0% |
| 7D | -1.8% | -0.5% | -1.3% | -1.6% |
| 30D | +5.3% | +34.4% | -29.2% | -7.8% |
| 3M | +3.3% | +2.4% | +0.9% | +1.7% |
| 6M | -4.7% | -7.8% | +3.1% | -3.1% |
| YTD | -53.5% | -31.6% | -22.0% | -46.1% |
| 1Y | -53.7% | -33.6% | -20.1% | -45.6% |
| 3Y | -59.7% | +19.9% | -79.7% | -64.1% |
| 5Y | -62.5% | +0.8% | -63.3% | -65.2% |
| 10Y | +67.3% | +113.4% | -46.2% | +15.3% |
| All | +67.3% | +119.7% | -52.4% | +15.3% |
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