-47.4%
PNR vs CPB
-33.6%
-13.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -0.4% |
| 7D | -5.5% | -5.4% | -0.1% | -4.3% |
| 30D | -15.6% | -7.8% | -7.7% | -14.1% |
| 3M | -20.2% | -6.9% | -13.3% | -19.1% |
| 6M | -36.6% | -12.2% | -24.4% | -34.6% |
| YTD | -45.0% | -21.1% | -23.9% | -41.4% |
| 1Y | -47.4% | -33.5% | -13.9% | -41.7% |
| All | -47.4% | -33.6% | -13.8% | -41.7% |
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