-20.9%
RMD vs PNR
-21.7%
+0.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -4.4% | -6.0% | +1.6% | -2.2% |
| 30D | -3.1% | -14.0% | +10.8% | +2.2% |
| 3M | +13.8% | -21.7% | +35.5% | +23.0% |
| 6M | -8.6% | -37.3% | +28.7% | +7.2% |
| YTD | -8.6% | -45.1% | +36.5% | +12.2% |
| 1Y | -19.7% | -49.1% | +29.5% | +1.5% |
| 3Y | +48.4% | -14.8% | +63.2% | +49.1% |
| All | -20.9% | -21.7% | +0.8% | -25.9% |
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