+3,652.8%
PNR vs CPB
+325.7%
+3,327.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.0% |
| 7D | -2.4% | -8.6% | +6.2% | -0.6% |
| 30D | -12.8% | -7.2% | -5.5% | -11.4% |
| 3M | -17.0% | +0.9% | -17.9% | -17.3% |
| 6M | -37.4% | -11.8% | -25.6% | -36.1% |
| YTD | -41.6% | -19.4% | -22.2% | -39.2% |
| 1Y | -44.6% | -30.4% | -14.2% | -40.6% |
| 3Y | -12.1% | -40.2% | +28.0% | -4.1% |
| 5Y | -17.4% | -39.5% | +22.1% | -10.9% |
| 10Y | +64.0% | -47.4% | +111.4% | +76.7% |
| All | +3,652.8% | +325.7% | +3,327.1% | +2,826.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling