-9.7%
RKT vs PNR
-21.1%
+11.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -0.7% |
| 7D | -7.2% | -5.5% | -1.8% | -3.2% |
| 30D | -7.9% | -15.6% | +7.7% | +4.7% |
| 3M | +5.2% | -20.2% | +25.4% | +22.3% |
| 6M | -14.9% | -36.6% | +21.7% | +18.4% |
| YTD | -31.9% | -45.0% | +13.1% | +4.0% |
| 1Y | -36.9% | -47.4% | +10.6% | +0.1% |
| 3Y | +35.7% | -13.7% | +49.4% | +36.3% |
| 5Y | -9.7% | -20.8% | +11.1% | -22.2% |
| All | -9.7% | -21.1% | +11.4% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling