+62.8%
PNR vs RRC
+4.6%
+58.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | 0.0% |
| 7D | -6.0% | -2.0% | -4.0% | -5.8% |
| 30D | -14.0% | +2.4% | -16.4% | -14.2% |
| 3M | -21.7% | +8.6% | -30.3% | -22.6% |
| 6M | -37.3% | -1.4% | -35.9% | -37.4% |
| YTD | -45.1% | +17.3% | -62.4% | -46.6% |
| 1Y | -49.1% | +18.1% | -67.3% | -50.7% |
| 3Y | -14.8% | +32.8% | -47.6% | -19.6% |
| 5Y | -21.0% | +147.6% | -168.6% | -33.2% |
| All | +62.8% | +4.6% | +58.2% | +28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling