+32.2%
CVS vs PNR
-21.7%
+53.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.2% | -6.0% | +3.9% | -1.2% |
| 30D | -0.1% | -14.0% | +13.9% | +2.4% |
| 3M | -5.2% | -21.7% | +16.5% | -1.7% |
| 6M | +26.9% | -37.3% | +64.2% | +36.4% |
| YTD | +22.1% | -45.1% | +67.2% | +34.2% |
| 1Y | +30.8% | -49.1% | +79.9% | +45.9% |
| 3Y | +54.4% | -14.8% | +69.2% | +51.6% |
| All | +32.2% | -21.7% | +53.9% | +25.1% |
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 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