-49.1%
PNR vs RL
+8.8%
-57.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -6.0% | -3.4% | -2.6% | -4.8% |
| 30D | -14.0% | -14.4% | +0.5% | -9.0% |
| 3M | -21.7% | -13.6% | -8.1% | -17.7% |
| 6M | -37.3% | +0.6% | -37.8% | -38.2% |
| YTD | -45.1% | -3.6% | -41.5% | -45.2% |
| 1Y | -49.1% | +8.3% | -57.5% | -52.1% |
| All | -49.1% | +8.8% | -57.9% | -52.1% |
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