+239.8%
RF vs PNR
+109.3%
+130.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.3% |
| 7D | +0.3% | -0.1% | +0.5% | +0.4% |
| 30D | +6.2% | +33.4% | -27.2% | -13.1% |
| 3M | -7.8% | +4.9% | -12.7% | -11.9% |
| 6M | +5.9% | -8.5% | +14.4% | +8.7% |
| YTD | +9.0% | -32.1% | +41.2% | +35.0% |
| 1Y | +19.3% | -35.0% | +54.2% | +52.2% |
| 3Y | +116.4% | +17.6% | +98.8% | +74.8% |
| 5Y | +46.0% | +0.9% | +45.2% | +29.1% |
| 10Y | +239.8% | +101.4% | +138.4% | +65.3% |
| All | +239.8% | +109.3% | +130.5% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling