+3,264.4%
CSGP vs PNR
+613.3%
+2,651.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.6% |
| 7D | -4.1% | -2.4% | -1.7% | -3.2% |
| 30D | +2.3% | -12.8% | +15.1% | +8.0% |
| 3M | -8.2% | -17.0% | +8.8% | -2.2% |
| 6M | -35.1% | -37.4% | +2.4% | -23.1% |
| YTD | -54.0% | -41.6% | -12.4% | -43.8% |
| 1Y | -65.3% | -44.6% | -20.7% | -56.7% |
| 3Y | -62.6% | -12.1% | -50.4% | -61.7% |
| 5Y | -64.8% | -17.4% | -47.4% | -63.6% |
| 10Y | +45.1% | +64.0% | -18.9% | +9.5% |
| All | +3,264.4% | +613.3% | +2,651.0% | +1,291.1% |
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