+904.5%
PNR vs RL
+1,517.3%
-612.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +0.3% | +2.6% | -2.3% | -0.6% |
| 30D | +31.7% | +2.9% | +28.8% | +30.5% |
| 3M | +2.6% | 0.0% | +2.6% | +2.5% |
| 6M | -6.4% | +17.1% | -23.5% | -11.8% |
| YTD | -33.4% | +10.1% | -43.6% | -36.2% |
| 1Y | -35.1% | +17.3% | -52.4% | -39.0% |
| 3Y | +17.1% | +249.3% | -232.2% | -24.1% |
| 5Y | -3.5% | +240.9% | -244.5% | -38.1% |
| 10Y | +100.2% | +337.3% | -237.1% | +9.6% |
| All | +904.5% | +1,517.3% | -612.8% | +225.2% |
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