+3,652.8%
PNR vs RRC
+1,202.2%
+2,450.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -2.4% | +1.3% | -3.7% | -2.5% |
| 30D | -12.8% | +10.1% | -22.9% | -13.7% |
| 3M | -17.0% | +4.0% | -21.0% | -17.5% |
| 6M | -37.4% | +1.6% | -39.0% | -37.7% |
| YTD | -41.6% | +19.7% | -61.3% | -43.0% |
| 1Y | -44.6% | +21.4% | -66.0% | -46.2% |
| 3Y | -12.1% | +29.7% | -41.8% | -15.9% |
| 5Y | -17.4% | +153.9% | -171.3% | -28.4% |
| 10Y | +64.0% | +10.8% | +53.2% | +39.5% |
| All | +3,652.8% | +1,202.2% | +2,450.7% | +2,587.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling