+39,814.5%
RMD vs PNR
+1,262.1%
+38,552.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.5% |
| 7D | -4.5% | -3.0% | -1.4% | -3.6% |
| 30D | +4.6% | -14.9% | +19.5% | +9.3% |
| 3M | +14.8% | -19.0% | +33.8% | +21.0% |
| 6M | -12.1% | -35.9% | +23.9% | -1.3% |
| YTD | -7.5% | -43.1% | +35.7% | +7.1% |
| 1Y | -20.1% | -46.4% | +26.3% | -6.0% |
| 3Y | +53.9% | -10.8% | +64.7% | +55.4% |
| 5Y | -22.2% | -18.9% | -3.4% | -20.7% |
| 10Y | +268.2% | +64.4% | +203.8% | +200.4% |
| All | +39,814.5% | +1,262.1% | +38,552.4% | +19,633.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling