+62.8%
PNR vs CRL
+256.1%
-193.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.9% |
| 7D | -6.0% | -3.5% | -2.5% | -4.8% |
| 30D | -14.0% | -2.1% | -11.8% | -13.4% |
| 3M | -21.7% | +48.0% | -69.7% | -32.3% |
| 6M | -37.3% | +64.7% | -102.0% | -48.4% |
| YTD | -45.1% | +39.5% | -84.6% | -52.3% |
| 1Y | -49.1% | +74.2% | -123.3% | -59.6% |
| 3Y | -14.8% | +39.4% | -54.2% | -31.3% |
| 5Y | -21.0% | -36.9% | +15.9% | -13.8% |
| All | +62.8% | +256.1% | -193.2% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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