+63.3%
PNR vs CPB
-45.5%
+108.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -0.7% |
| 7D | -5.5% | -5.4% | -0.1% | -4.7% |
| 30D | -15.6% | -7.8% | -7.7% | -14.6% |
| 3M | -20.2% | -6.9% | -13.3% | -19.5% |
| 6M | -36.6% | -12.2% | -24.4% | -35.6% |
| YTD | -45.0% | -21.1% | -23.9% | -43.2% |
| 1Y | -47.4% | -33.5% | -13.9% | -44.6% |
| 3Y | -13.7% | -43.2% | +29.5% | -7.9% |
| 5Y | -20.8% | -40.9% | +20.1% | -16.5% |
| All | +63.3% | -45.5% | +108.7% | +79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling