-44.6%
PNR vs CPAY
+29.9%
-74.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -2.4% | +2.1% | -4.4% | -2.7% |
| 30D | -12.8% | +5.5% | -18.3% | -13.6% |
| 3M | -17.0% | +16.6% | -33.6% | -19.2% |
| 6M | -37.4% | +26.7% | -64.1% | -39.9% |
| YTD | -41.6% | +38.4% | -80.0% | -45.3% |
| 1Y | -44.6% | +30.1% | -74.8% | -46.7% |
| All | -44.6% | +29.9% | -74.5% | -46.7% |
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