+37.2%
PNR vs CLBK
+65.5%
-28.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -6.0% | -1.5% | -4.6% | -5.4% |
| 30D | -14.0% | -1.0% | -12.9% | -13.6% |
| 3M | -21.7% | +22.9% | -44.6% | -28.7% |
| 6M | -37.3% | +44.2% | -81.5% | -46.8% |
| YTD | -45.1% | +64.0% | -109.1% | -56.1% |
| 1Y | -49.1% | +65.7% | -114.8% | -59.7% |
| 3Y | -14.8% | +54.1% | -68.9% | -32.3% |
| 5Y | -21.0% | +44.7% | -65.7% | -40.0% |
| All | +37.2% | +65.5% | -28.3% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling