-20.3%
PNR vs RRX
+17.8%
-38.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.7% |
| 7D | -6.0% | -0.3% | -5.7% | -5.9% |
| 30D | -14.0% | -6.1% | -7.8% | -12.0% |
| 3M | -21.7% | -23.1% | +1.4% | -15.3% |
| 6M | -37.3% | -19.5% | -17.7% | -34.4% |
| YTD | -45.1% | +16.1% | -61.2% | -51.8% |
| 1Y | -49.1% | +12.9% | -62.1% | -55.2% |
| 3Y | -14.8% | +7.9% | -22.8% | -27.2% |
| All | -20.3% | +17.8% | -38.1% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling