-20.8%
PNR vs CRL
-38.6%
+17.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.8% |
| 7D | -5.5% | -6.9% | +1.5% | -3.5% |
| 30D | -15.6% | -3.2% | -12.4% | -14.8% |
| 3M | -20.2% | +46.5% | -66.7% | -29.0% |
| 6M | -36.6% | +63.1% | -99.7% | -45.9% |
| YTD | -45.0% | +36.9% | -81.8% | -50.7% |
| 1Y | -47.4% | +78.1% | -125.6% | -56.8% |
| 3Y | -13.7% | +36.7% | -50.4% | -27.0% |
| 5Y | -20.8% | -38.1% | +17.3% | -18.4% |
| All | -20.8% | -38.6% | +17.8% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling