+902.2%
PNR vs RL
+1,536.1%
-634.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -2.3% | +2.4% | -4.7% | -3.1% |
| 30D | +29.3% | +4.6% | +24.7% | +27.4% |
| 3M | +4.1% | -1.1% | +5.2% | +4.3% |
| 6M | -8.6% | +16.5% | -25.2% | -13.7% |
| YTD | -33.6% | +11.4% | -45.0% | -36.5% |
| 1Y | -36.4% | +16.1% | -52.5% | -40.1% |
| 3Y | +15.1% | +252.6% | -237.5% | -25.7% |
| 5Y | -3.8% | +244.9% | -248.6% | -38.4% |
| 10Y | +99.7% | +342.4% | -242.7% | +8.9% |
| All | +902.2% | +1,536.1% | -634.0% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling