+4,177.9%
PNR vs CPB
+359.2%
+3,818.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | -0.5% |
| 7D | +0.3% | -1.6% | +1.8% | +0.6% |
| 30D | +31.7% | +19.2% | +12.5% | +26.8% |
| 3M | +2.6% | -0.9% | +3.6% | +2.6% |
| 6M | -6.4% | +15.2% | -21.6% | -9.5% |
| YTD | -33.4% | -13.1% | -20.4% | -31.9% |
| 1Y | -35.1% | -22.4% | -12.6% | -32.0% |
| 3Y | +17.1% | -35.3% | +52.4% | +25.7% |
| 5Y | -3.5% | -33.0% | +29.4% | +1.7% |
| 10Y | +100.2% | -39.2% | +139.3% | +108.5% |
| All | +4,177.9% | +359.2% | +3,818.7% | +3,177.6% |
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