+219.9%
CTVA vs PNR
+77.6%
+142.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.5% | -0.6% |
| 7D | -5.8% | -3.9% | -1.9% | -4.3% |
| 30D | +11.1% | -13.8% | +24.9% | +17.8% |
| 3M | +13.2% | -22.5% | +35.8% | +24.4% |
| 6M | +8.7% | -37.2% | +45.9% | +29.6% |
| YTD | +27.3% | -44.2% | +71.5% | +58.9% |
| 1Y | +18.0% | -46.6% | +64.6% | +50.0% |
| 3Y | +76.5% | -12.5% | +89.0% | +73.8% |
| 5Y | +105.1% | -19.3% | +124.4% | +108.4% |
| All | +219.9% | +77.6% | +142.3% | +108.2% |
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