-19.7%
PNR vs CPB
-38.0%
+18.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -2.0% |
| 7D | -3.9% | -8.0% | +4.1% | -2.6% |
| 30D | -13.8% | -2.4% | -11.4% | -13.5% |
| 3M | -22.5% | +0.5% | -23.1% | -22.7% |
| 6M | -37.2% | -10.5% | -26.7% | -36.2% |
| YTD | -44.2% | -17.5% | -26.7% | -42.7% |
| 1Y | -46.6% | -31.0% | -15.6% | -43.9% |
| 3Y | -12.5% | -40.6% | +28.1% | -7.5% |
| All | -19.7% | -38.0% | +18.3% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling