-20.3%
PNR vs CPAY
+55.3%
-75.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -6.0% | -2.0% | -4.1% | -5.2% |
| 30D | -14.0% | -0.4% | -13.6% | -13.9% |
| 3M | -21.7% | +16.4% | -38.0% | -27.0% |
| 6M | -37.3% | +23.5% | -60.8% | -43.6% |
| YTD | -45.1% | +35.7% | -80.8% | -53.5% |
| 1Y | -49.1% | +30.2% | -79.3% | -56.2% |
| 3Y | -14.8% | +49.7% | -64.6% | -33.9% |
| All | -20.3% | +55.3% | -75.6% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling