-20.3%
PNR vs CLBK
+43.5%
-63.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -6.0% | -1.5% | -4.6% | -5.6% |
| 30D | -14.0% | -1.0% | -12.9% | -13.7% |
| 3M | -21.7% | +22.9% | -44.6% | -27.1% |
| 6M | -37.3% | +44.2% | -81.5% | -44.7% |
| YTD | -45.1% | +64.0% | -109.1% | -53.8% |
| 1Y | -49.1% | +65.7% | -114.8% | -57.4% |
| 3Y | -14.8% | +54.1% | -68.9% | -28.5% |
| All | -20.3% | +43.5% | -63.8% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling