+63.3%
PNR vs RBA
+195.3%
-132.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | -5.5% | -3.3% | -2.2% | -4.4% |
| 30D | -15.6% | -9.8% | -5.8% | -12.6% |
| 3M | -20.2% | -23.5% | +3.3% | -13.3% |
| 6M | -36.6% | -21.5% | -15.1% | -31.8% |
| YTD | -45.0% | -21.2% | -23.8% | -41.3% |
| 1Y | -47.4% | -30.2% | -17.2% | -41.4% |
| 3Y | -13.7% | +25.3% | -39.0% | -23.0% |
| 5Y | -20.8% | +35.1% | -55.9% | -33.3% |
| All | +63.3% | +195.3% | -132.0% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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