+707.7%
PNR vs RBA
+4,075.0%
-3,367.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +0.3% | +1.7% | -1.5% | -0.2% |
| 30D | +31.7% | +8.3% | +23.4% | +28.7% |
| 3M | +2.6% | +10.5% | -7.9% | -0.4% |
| 6M | -6.4% | -5.9% | -0.5% | -5.6% |
| YTD | -33.4% | -6.9% | -26.6% | -33.0% |
| 1Y | -35.1% | -4.9% | -30.2% | -35.0% |
| 3Y | +17.1% | +64.5% | -47.4% | -0.6% |
| 5Y | -3.5% | +46.1% | -49.6% | -17.3% |
| 10Y | +100.2% | +208.2% | -108.1% | +34.2% |
| All | +707.7% | +4,075.0% | -3,367.3% | +266.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling