-14.8%
PNR vs RNG
+119.8%
-134.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -6.0% | -6.1% | +0.1% | -5.1% |
| 30D | -14.0% | +9.6% | -23.6% | -15.2% |
| 3M | -21.7% | +83.3% | -105.0% | -28.9% |
| 6M | -37.3% | +77.9% | -115.2% | -43.4% |
| YTD | -45.1% | +139.9% | -185.1% | -54.0% |
| 1Y | -49.1% | +121.7% | -170.8% | -56.8% |
| 3Y | -14.8% | +121.9% | -136.7% | -29.7% |
| All | -14.8% | +119.8% | -134.6% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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