+608.6%
PNR vs RBA
+3,565.6%
-2,957.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -2.4% | -2.9% | +0.6% | -1.5% |
| 30D | -12.8% | -12.3% | -0.5% | -9.5% |
| 3M | -17.0% | -20.5% | +3.5% | -12.0% |
| 6M | -37.4% | -18.5% | -18.9% | -34.2% |
| YTD | -41.6% | -18.2% | -23.4% | -38.9% |
| 1Y | -44.6% | -27.5% | -17.1% | -40.1% |
| 3Y | -12.1% | +38.1% | -50.2% | -21.8% |
| 5Y | -17.4% | +44.8% | -62.2% | -29.1% |
| 10Y | +64.0% | +187.1% | -123.1% | +12.6% |
| All | +608.6% | +3,565.6% | -2,957.0% | +233.6% |
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 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