-44.6%
PNR vs CAI
-31.3%
-13.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -2.4% | -2.2% | -0.2% | -2.2% |
| 30D | -12.8% | +52.4% | -65.2% | -16.7% |
| 3M | -17.0% | +45.1% | -62.1% | -20.5% |
| 6M | -37.4% | +26.2% | -63.7% | -39.7% |
| YTD | -41.6% | -7.1% | -34.5% | -42.8% |
| 1Y | -44.6% | -31.0% | -13.6% | -43.2% |
| All | -44.6% | -31.3% | -13.4% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling