-11.8%
PNR vs RL
+209.2%
-221.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.2% |
| 7D | -3.0% | +1.9% | -4.9% | -3.7% |
| 30D | -14.9% | -12.2% | -2.7% | -10.8% |
| 3M | -19.0% | -6.6% | -12.4% | -17.3% |
| 6M | -35.9% | +3.2% | -39.1% | -37.4% |
| YTD | -43.1% | -1.3% | -41.9% | -43.5% |
| 1Y | -46.4% | +13.6% | -60.0% | -49.6% |
| All | -11.8% | +209.2% | -221.0% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling