-31.8%
PNR vs CGNX
+31.4%
-63.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.7% | +12.0% | +4.2% |
| 7D | +11.9% | -9.2% | +21.1% | +13.0% |
| 30D | +37.1% | -17.6% | +54.7% | +39.9% |
| 3M | +5.7% | -25.7% | +31.4% | +9.0% |
| 6M | -5.7% | -5.5% | -0.2% | -5.9% |
| YTD | -29.8% | +48.1% | -77.9% | -33.8% |
| 1Y | -31.8% | +33.5% | -65.3% | -32.9% |
| All | -31.8% | +31.4% | -63.2% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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