-63.1%
CSGP vs PNR
-3.8%
-59.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.7% |
| 7D | +1.3% | +0.3% | +1.1% | +1.2% |
| 30D | +2.8% | +31.7% | -28.9% | -10.5% |
| 3M | -6.3% | +2.6% | -9.0% | -7.9% |
| 6M | -3.2% | -6.4% | +3.2% | -2.1% |
| YTD | -54.0% | -33.4% | -20.5% | -44.1% |
| 1Y | -54.8% | -35.1% | -19.8% | -44.5% |
| 3Y | -60.6% | +17.1% | -77.7% | -66.1% |
| All | -63.1% | -3.8% | -59.3% | -66.0% |
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