-19.3%
PNR vs RBA
+39.8%
-59.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -3.9% | -1.9% | -2.0% | -3.3% |
| 30D | -13.8% | -13.0% | -0.8% | -10.2% |
| 3M | -22.5% | -23.1% | +0.6% | -16.9% |
| 6M | -37.2% | -22.6% | -14.6% | -32.7% |
| YTD | -44.2% | -20.4% | -23.8% | -41.2% |
| 1Y | -46.6% | -29.6% | -17.1% | -41.5% |
| 3Y | -12.5% | +26.6% | -39.1% | -20.3% |
| 5Y | -19.3% | +38.2% | -57.5% | -29.6% |
| All | -19.3% | +39.8% | -59.1% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling