+3,485.2%
PNR vs RRX
+3,824.6%
-339.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.9% |
| 7D | -3.9% | -0.7% | -3.2% | -3.6% |
| 30D | -13.8% | -8.0% | -5.8% | -11.1% |
| 3M | -22.5% | -25.1% | +2.5% | -15.3% |
| 6M | -37.2% | -18.3% | -18.9% | -34.4% |
| YTD | -44.2% | +14.2% | -58.4% | -49.4% |
| 1Y | -46.6% | +13.0% | -59.7% | -51.8% |
| 3Y | -12.5% | +4.2% | -16.7% | -22.0% |
| 5Y | -19.3% | +17.9% | -37.2% | -32.3% |
| 10Y | +67.5% | +220.4% | -153.0% | -4.4% |
| All | +3,485.2% | +3,824.6% | -339.4% | +1,334.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling