+216.7%
CTVA vs PNR
+74.7%
+142.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -4.5% | -6.0% | +1.5% | -2.1% |
| 30D | +11.3% | -14.0% | +25.3% | +18.2% |
| 3M | +12.3% | -21.7% | +34.0% | +22.8% |
| 6M | +7.2% | -37.3% | +44.4% | +27.7% |
| YTD | +26.0% | -45.1% | +71.1% | +58.3% |
| 1Y | +16.0% | -49.1% | +65.2% | +50.6% |
| 3Y | +73.9% | -14.8% | +88.7% | +73.3% |
| 5Y | +103.8% | -21.0% | +124.8% | +109.0% |
| All | +216.7% | +74.7% | +142.0% | +107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling