+211.0%
PNR vs CPAY
+1,532.9%
-1,321.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.1% |
| 6M | -37.3% | +23.5% | -60.8% | -43.7% |
| YTD | -45.1% | +35.7% | -80.8% | -53.3% |
| 1Y | -49.1% | +30.2% | -79.3% | -56.2% |
| 3Y | -14.8% | +49.7% | -64.6% | -32.7% |
| 5Y | -21.0% | +56.6% | -77.6% | -40.1% |
| 10Y | +64.7% | +153.8% | -89.1% | -3.3% |
| All | +211.0% | +1,532.9% | -1,321.9% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling