-35.4%
RBLX vs PNR
+3.3%
-38.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.7% |
| 7D | +8.1% | -5.5% | +13.6% | +12.1% |
| 30D | +23.9% | -15.6% | +39.5% | +38.1% |
| 3M | +8.1% | -20.2% | +28.3% | +22.5% |
| 6M | -23.7% | -36.6% | +12.9% | +1.3% |
| YTD | -44.6% | -45.0% | +0.4% | -19.2% |
| 1Y | -66.2% | -47.4% | -18.8% | -49.4% |
| 3Y | +54.7% | -13.7% | +68.4% | +42.9% |
| 5Y | -48.9% | -20.8% | -28.1% | -57.3% |
| All | -35.4% | +3.3% | -38.7% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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