+25.7%
RDW vs PNR
-47.6%
+73.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +0.9% | -6.0% | +6.9% | +2.7% |
| 30D | -21.3% | -14.0% | -7.3% | -17.6% |
| 3M | -37.9% | -21.7% | -16.2% | -33.4% |
| 6M | +12.3% | -37.3% | +49.5% | +34.8% |
| YTD | +39.7% | -45.1% | +84.9% | +80.4% |
| 1Y | +25.7% | -49.1% | +74.8% | +87.2% |
| All | +25.7% | -47.6% | +73.3% | +87.2% |
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