+62.4%
PNR vs RNG
+305.9%
-243.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -3.9% | -4.1% | +0.2% | -3.3% |
| 30D | -13.8% | +8.6% | -22.4% | -15.0% |
| 3M | -22.5% | +78.0% | -100.5% | -29.7% |
| 6M | -37.2% | +67.0% | -104.2% | -43.0% |
| YTD | -44.2% | +142.4% | -186.6% | -53.1% |
| 1Y | -46.6% | +120.4% | -167.1% | -54.6% |
| 3Y | -12.5% | +122.1% | -134.6% | -27.7% |
| 5Y | -19.3% | -69.8% | +50.5% | -18.0% |
| 10Y | +67.5% | +223.4% | -155.9% | +4.8% |
| All | +62.4% | +305.9% | -243.4% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling