-63.7%
CSGP vs PNR
-2.0%
-61.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | +0.2% |
| 7D | -6.1% | -2.3% | -3.7% | -5.0% |
| 30D | +0.3% | +29.3% | -28.9% | -11.9% |
| 3M | -1.3% | +4.1% | -5.4% | -3.6% |
| 6M | -8.9% | -8.6% | -0.3% | -6.7% |
| YTD | -55.2% | -33.6% | -21.6% | -45.6% |
| 1Y | -56.4% | -36.4% | -20.0% | -45.9% |
| 3Y | -62.2% | +15.1% | -77.3% | -67.2% |
| 5Y | -63.7% | -3.8% | -59.9% | -66.6% |
| All | -63.7% | -2.0% | -61.6% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling