-14.6%
PNR vs CLBK
+52.3%
-67.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -5.5% | -1.4% | -4.1% | -5.0% |
| 30D | -15.6% | +4.5% | -20.1% | -17.1% |
| 3M | -20.2% | +22.8% | -43.0% | -26.9% |
| 6M | -36.6% | +43.4% | -80.0% | -45.7% |
| YTD | -45.0% | +64.1% | -109.1% | -55.6% |
| 1Y | -47.4% | +67.6% | -115.0% | -58.1% |
| All | -14.6% | +52.3% | -67.0% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling