-4.0%
PNR vs RVTY
-15.1%
+11.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.9% |
| 7D | +0.3% | -0.5% | +0.7% | +0.4% |
| 30D | +31.7% | +1.5% | +30.2% | +30.3% |
| 3M | +2.6% | +31.5% | -28.8% | -9.0% |
| 6M | -6.4% | +62.7% | -69.1% | -24.4% |
| YTD | -33.4% | +60.0% | -93.4% | -46.3% |
| 1Y | -35.1% | +65.7% | -100.8% | -48.5% |
| 3Y | +17.1% | +85.2% | -68.1% | -14.9% |
| All | -4.0% | -15.1% | +11.1% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling