-49.0%
PNR vs RRC
+22.6%
-71.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -5.5% | -1.2% | -4.3% | -5.5% |
| 30D | -15.6% | +3.0% | -18.5% | -15.5% |
| 3M | -20.2% | +7.3% | -27.5% | -20.1% |
| 6M | -36.6% | +3.6% | -40.2% | -37.0% |
| YTD | -45.0% | +19.4% | -64.3% | -45.7% |
| All | -49.0% | +22.6% | -71.6% | -49.2% |
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