-44.6%
PNR vs RRC
+23.4%
-68.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | -2.4% | +1.3% | -3.7% | -2.3% |
| 30D | -12.8% | +10.1% | -22.9% | -12.4% |
| 3M | -17.0% | +4.0% | -21.0% | -16.9% |
| 6M | -37.4% | +1.6% | -39.0% | -37.7% |
| YTD | -41.6% | +19.7% | -61.3% | -42.4% |
| 1Y | -44.6% | +21.4% | -66.0% | -44.4% |
| All | -44.6% | +23.4% | -68.0% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling