-10.8%
PNR vs RBA
+29.1%
-39.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.7% | -2.0% |
| 7D | -3.0% | -1.1% | -2.0% | -2.7% |
| 30D | -14.9% | -13.2% | -1.7% | -11.1% |
| 3M | -19.0% | -21.4% | +2.3% | -13.6% |
| 6M | -35.9% | -20.9% | -15.1% | -31.8% |
| YTD | -43.1% | -19.9% | -23.3% | -40.3% |
| 1Y | -46.4% | -28.7% | -17.7% | -41.2% |
| 3Y | -10.8% | +27.4% | -38.2% | -19.4% |
| All | -10.8% | +29.1% | -39.9% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling