-44.6%
PNR vs CPB
-32.6%
-12.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.1% |
| 7D | -2.4% | -8.6% | +6.2% | -0.4% |
| 30D | -12.8% | -7.2% | -5.5% | -11.4% |
| 3M | -17.0% | +0.9% | -17.9% | -17.2% |
| 6M | -37.4% | -11.8% | -25.6% | -35.5% |
| YTD | -41.6% | -19.4% | -22.2% | -38.2% |
| 1Y | -44.6% | -30.4% | -14.2% | -39.5% |
| All | -44.6% | -32.6% | -12.0% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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