+3,553.7%
PNR vs RVTY
+2,356.0%
+1,197.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.0% |
| 7D | -3.0% | +0.4% | -3.4% | -3.2% |
| 30D | -14.9% | +10.8% | -25.7% | -17.5% |
| 3M | -19.0% | +26.8% | -45.8% | -24.6% |
| 6M | -35.9% | +39.3% | -75.3% | -42.2% |
| YTD | -43.1% | +31.6% | -74.8% | -47.9% |
| 1Y | -46.4% | +47.7% | -94.1% | -52.6% |
| 3Y | -10.8% | +19.9% | -30.8% | -18.0% |
| 5Y | -18.9% | -32.3% | +13.5% | -13.5% |
| 10Y | +64.4% | +138.4% | -74.0% | +24.8% |
| All | +3,553.7% | +2,356.0% | +1,197.7% | +1,539.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling