-31.8%
PNR vs CPAY
+59.0%
-90.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.0% | +0.3% | +2.7% |
| 7D | +11.9% | +5.7% | +6.2% | +10.8% |
| 30D | +37.1% | +4.2% | +32.9% | +36.1% |
| 3M | +5.7% | +5.6% | +0.1% | +4.7% |
| 6M | -5.7% | +34.7% | -40.4% | -10.4% |
| YTD | -29.8% | +39.1% | -68.9% | -34.4% |
| 1Y | -31.8% | +60.3% | -92.1% | -38.7% |
| All | -31.8% | +59.0% | -90.8% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling