+3,426.6%
PNR vs CGNX
+12,871.6%
-9,445.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.0% |
| 7D | -6.0% | +3.2% | -9.2% | -6.6% |
| 30D | -14.0% | +6.0% | -20.0% | -15.0% |
| 3M | -21.7% | +3.5% | -25.2% | -22.6% |
| 6M | -37.3% | +26.3% | -63.6% | -40.4% |
| YTD | -45.1% | +79.2% | -124.4% | -51.7% |
| 1Y | -49.1% | +43.8% | -92.9% | -53.7% |
| 3Y | -14.8% | +52.0% | -66.8% | -24.5% |
| 5Y | -21.0% | -24.0% | +3.0% | -21.9% |
| 10Y | +64.7% | +189.1% | -124.3% | +28.3% |
| All | +3,426.6% | +12,871.6% | -9,445.0% | +1,844.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling