-20.3%
PNR vs CGNX
-25.4%
+5.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.5% |
| 7D | -6.0% | +3.2% | -9.2% | -6.9% |
| 30D | -14.0% | +6.0% | -20.0% | -15.7% |
| 3M | -21.7% | +3.5% | -25.2% | -23.3% |
| 6M | -37.3% | +26.3% | -63.6% | -42.5% |
| YTD | -45.1% | +79.2% | -124.4% | -56.3% |
| 1Y | -49.1% | +43.8% | -92.9% | -56.8% |
| 3Y | -14.8% | +52.0% | -66.8% | -33.1% |
| All | -20.3% | -25.4% | +5.1% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling