-20.8%
PNR vs RRC
+150.0%
-170.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -5.5% | -1.2% | -4.3% | -5.3% |
| 30D | -15.6% | +3.0% | -18.5% | -15.9% |
| 3M | -20.2% | +7.3% | -27.5% | -21.1% |
| 6M | -36.6% | +3.6% | -40.2% | -37.3% |
| YTD | -45.0% | +19.4% | -64.3% | -46.9% |
| 1Y | -47.4% | +21.4% | -68.9% | -49.6% |
| 3Y | -13.7% | +32.8% | -46.5% | -19.3% |
| 5Y | -20.8% | +152.0% | -172.8% | -32.9% |
| All | -20.8% | +150.0% | -170.8% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling