-37.2%
PNR vs CHD
-4.2%
-33.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.5% |
| 7D | -3.9% | -4.2% | +0.3% | -2.7% |
| 30D | -13.8% | -7.6% | -6.2% | -11.8% |
| 3M | -22.5% | -1.6% | -20.9% | -21.7% |
| 6M | -37.2% | -6.3% | -30.8% | -37.4% |
| All | -37.2% | -4.2% | -33.0% | -37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling