+3,553.7%
PNR vs CHD
+10,010.3%
-6,456.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.1% |
| 7D | -3.0% | -2.9% | -0.1% | -2.3% |
| 30D | -14.9% | -6.2% | -8.7% | -13.6% |
| 3M | -19.0% | +1.6% | -20.6% | -19.4% |
| 6M | -35.9% | -3.5% | -32.4% | -35.5% |
| YTD | -43.1% | +16.2% | -59.4% | -45.4% |
| 1Y | -46.4% | +3.4% | -49.8% | -47.1% |
| 3Y | -10.8% | +4.6% | -15.4% | -13.1% |
| 5Y | -18.9% | +21.1% | -40.0% | -24.1% |
| 10Y | +64.4% | +126.5% | -62.1% | +29.4% |
| All | +3,553.7% | +10,010.3% | -6,456.6% | +1,579.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling