+17.1%
PNR vs CRL
+97.9%
-80.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.4% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +31.7% | +11.9% | +19.8% | +27.6% |
| 3M | +2.6% | +20.2% | -17.5% | -2.5% |
| 6M | -6.4% | +107.5% | -113.9% | -22.4% |
| YTD | -33.4% | +69.4% | -102.9% | -42.4% |
| 1Y | -35.1% | +99.7% | -134.8% | -46.1% |
| 3Y | +17.1% | +98.8% | -81.7% | -13.0% |
| All | +17.1% | +97.9% | -80.8% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling