+1,864.0%
CVS vs PNR
+3,426.6%
-1,562.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.2% | -6.0% | +3.9% | -0.7% |
| 30D | -0.1% | -14.0% | +13.9% | +3.5% |
| 3M | -5.2% | -21.7% | +16.5% | -0.2% |
| 6M | +26.9% | -37.3% | +64.2% | +40.3% |
| YTD | +22.1% | -45.1% | +67.2% | +38.9% |
| 1Y | +30.8% | -49.1% | +79.9% | +51.4% |
| 3Y | +54.4% | -14.8% | +69.2% | +54.9% |
| 5Y | +33.4% | -21.0% | +54.4% | +33.8% |
| 10Y | +40.8% | +64.7% | -23.9% | +15.1% |
| All | +1,864.0% | +3,426.6% | -1,562.6% | +705.8% |
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