-14.8%
PNR vs RRX
+5.4%
-20.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.4% |
| 7D | -6.0% | -0.3% | -5.7% | -6.0% |
| 30D | -14.0% | -6.1% | -7.8% | -12.4% |
| 3M | -21.7% | -23.1% | +1.4% | -16.5% |
| 6M | -37.3% | -19.5% | -17.7% | -34.9% |
| YTD | -45.1% | +16.1% | -61.2% | -50.7% |
| 1Y | -49.1% | +12.9% | -62.1% | -54.1% |
| 3Y | -14.8% | +7.9% | -22.8% | -21.9% |
| All | -14.8% | +5.4% | -20.2% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling