-44.6%
PNR vs RL
+13.6%
-58.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.4% |
| 7D | -2.4% | -0.8% | -1.6% | -2.1% |
| 30D | -12.8% | -7.8% | -5.0% | -10.4% |
| 3M | -17.0% | -4.0% | -13.0% | -16.2% |
| 6M | -37.4% | -1.9% | -35.5% | -37.6% |
| YTD | -41.6% | -0.2% | -41.4% | -42.4% |
| 1Y | -44.6% | +10.7% | -55.3% | -47.9% |
| All | -44.6% | +13.6% | -58.2% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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