-46.7%
PNR vs RBA
-29.4%
-17.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -3.9% | -1.9% | -2.0% | -3.5% |
| 30D | -13.8% | -13.0% | -0.8% | -11.3% |
| 3M | -22.5% | -23.1% | +0.6% | -18.9% |
| 6M | -37.2% | -22.6% | -14.6% | -34.5% |
| YTD | -44.2% | -20.4% | -23.8% | -43.4% |
| All | -46.7% | -29.4% | -17.3% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling