-20.3%
PNR vs RVTY
-33.1%
+12.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.4% |
| 7D | -6.0% | -4.5% | -1.5% | -4.3% |
| 30D | -14.0% | +5.5% | -19.4% | -16.0% |
| 3M | -21.7% | +22.5% | -44.2% | -28.4% |
| 6M | -37.3% | +38.9% | -76.2% | -46.0% |
| YTD | -45.1% | +28.7% | -73.9% | -51.4% |
| 1Y | -49.1% | +45.5% | -94.6% | -57.4% |
| 3Y | -14.8% | +16.4% | -31.2% | -24.5% |
| All | -20.3% | -33.1% | +12.8% | -11.4% |
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