-14.6%
PNR vs CHD
+0.5%
-15.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -5.5% | -4.7% | -0.8% | -4.8% |
| 30D | -15.6% | -8.3% | -7.2% | -14.5% |
| 3M | -20.2% | -4.0% | -16.2% | -19.6% |
| 6M | -36.6% | -6.5% | -30.1% | -36.0% |
| YTD | -45.0% | +13.1% | -58.1% | -45.7% |
| 1Y | -47.4% | +2.3% | -49.8% | -47.5% |
| All | -14.6% | +0.5% | -15.1% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling