-49.1%
PNR vs CRL
+80.5%
-129.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.7% |
| 7D | -6.0% | -3.5% | -2.5% | -5.2% |
| 30D | -14.0% | -2.1% | -11.8% | -13.6% |
| 3M | -21.7% | +48.0% | -69.7% | -28.7% |
| 6M | -37.3% | +64.7% | -102.0% | -44.7% |
| YTD | -45.1% | +39.5% | -84.6% | -49.1% |
| 1Y | -49.1% | +74.2% | -123.3% | -55.2% |
| All | -49.1% | +80.5% | -129.7% | -55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling