-37.6%
RKT vs PNR
-47.6%
+10.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -6.3% | -6.0% | -0.2% | -3.7% |
| 30D | -6.2% | -14.0% | +7.8% | +0.1% |
| 3M | -1.9% | -21.7% | +19.8% | +6.9% |
| 6M | -13.0% | -37.3% | +24.3% | +1.7% |
| YTD | -31.9% | -45.1% | +13.2% | -19.7% |
| 1Y | -37.6% | -49.1% | +11.6% | -26.3% |
| All | -37.6% | -47.6% | +10.0% | -26.3% |
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 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