-36.6%
PNR vs RRX
-19.6%
-17.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.6% | -1.0% |
| 7D | -5.5% | -3.7% | -1.7% | -4.8% |
| 30D | -15.6% | -9.3% | -6.3% | -14.1% |
| 3M | -20.2% | -21.8% | +1.6% | -18.4% |
| 6M | -36.6% | -22.0% | -14.6% | -36.3% |
| All | -36.6% | -19.6% | -17.0% | -36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling