-19.3%
PNR vs RL
+233.3%
-252.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.5% | -0.5% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | -13.8% | -17.5% | +3.7% | -6.8% |
| 3M | -22.5% | -14.0% | -8.5% | -18.0% |
| 6M | -37.2% | -2.0% | -35.2% | -37.4% |
| YTD | -44.2% | -4.6% | -39.6% | -43.9% |
| 1Y | -46.6% | +9.5% | -56.2% | -49.5% |
| 3Y | -12.5% | +200.5% | -213.0% | -48.5% |
| 5Y | -19.3% | +226.3% | -245.6% | -56.5% |
| All | -19.3% | +233.3% | -252.7% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling