-13.4%
PNR vs RVTY
+16.6%
-30.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.7% | -1.0% |
| 7D | -3.9% | -5.4% | +1.5% | -2.0% |
| 30D | -13.8% | +6.7% | -20.6% | -15.9% |
| 3M | -22.5% | +19.0% | -41.6% | -27.5% |
| 6M | -37.2% | +34.6% | -71.8% | -44.1% |
| YTD | -44.2% | +28.3% | -72.5% | -49.6% |
| 1Y | -46.6% | +46.0% | -92.7% | -54.1% |
| All | -13.4% | +16.6% | -30.0% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling