+3,388.4%
CSGP vs PNR
+730.6%
+2,657.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.4% |
| 7D | +13.9% | +6.0% | +7.9% | +11.4% |
| 30D | +16.0% | +32.4% | -16.4% | +3.1% |
| 3M | +6.1% | +1.6% | +4.5% | +4.7% |
| 6M | -8.2% | -9.5% | +1.4% | -6.2% |
| YTD | -52.3% | -32.0% | -20.3% | -45.5% |
| 1Y | -54.5% | -34.4% | -20.1% | -47.3% |
| 3Y | -58.6% | +17.4% | -76.0% | -62.3% |
| 5Y | -61.5% | +0.5% | -62.0% | -63.3% |
| 10Y | +74.7% | +122.2% | -47.6% | +16.4% |
| All | +3,388.4% | +730.6% | +2,657.8% | +1,248.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling