+11.1%
RDW vs PNR
-31.2%
+42.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.3% | -8.2% | -5.5% |
| 7D | -14.3% | +11.9% | -26.2% | -16.5% |
| 30D | -26.0% | +37.1% | -63.1% | -31.4% |
| 3M | -27.4% | +5.7% | -33.1% | -28.2% |
| 6M | -10.6% | -5.7% | -5.0% | -8.5% |
| YTD | +1.6% | -29.8% | +31.4% | +18.7% |
| 1Y | +11.1% | -31.8% | +42.9% | +36.0% |
| All | +11.1% | -31.2% | +42.2% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling