-44.6%
PNR vs RVTY
+57.1%
-101.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.4% | +1.1% | -3.5% | -2.8% |
| 30D | -12.8% | +13.2% | -26.0% | -16.5% |
| 3M | -17.0% | +27.2% | -44.2% | -24.0% |
| 6M | -37.4% | +32.4% | -69.8% | -44.0% |
| YTD | -41.6% | +34.9% | -76.5% | -47.7% |
| 1Y | -44.6% | +52.4% | -97.0% | -52.6% |
| All | -44.6% | +57.1% | -101.7% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling