-54.6%
CSGP vs PNR
-36.0%
-18.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.4% | -2.3% | -4.0% |
| 7D | +1.3% | +2.8% | -1.5% | +0.6% |
| 30D | +10.7% | +31.2% | -20.5% | +1.5% |
| 3M | +3.3% | -2.1% | +5.3% | +4.3% |
| 6M | -10.3% | -14.0% | +3.6% | -6.0% |
| YTD | -54.6% | -33.6% | -21.0% | -41.6% |
| 1Y | -54.6% | -35.2% | -19.5% | -40.7% |
| All | -54.6% | -36.0% | -18.6% | -40.7% |
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 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