+63.3%
PNR vs RVTY
+139.0%
-75.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -0.3% |
| 7D | -5.5% | -7.4% | +1.9% | -2.2% |
| 30D | -15.6% | +4.5% | -20.1% | -17.4% |
| 3M | -20.2% | +19.5% | -39.7% | -26.8% |
| 6M | -36.6% | +34.1% | -70.7% | -45.3% |
| YTD | -45.0% | +25.3% | -70.2% | -51.2% |
| 1Y | -47.4% | +47.0% | -94.4% | -57.0% |
| 3Y | -13.7% | +14.1% | -27.8% | -24.0% |
| 5Y | -20.8% | -34.6% | +13.8% | -10.3% |
| All | +63.3% | +139.0% | -75.7% | -14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling