-34.7%
ROL vs PNR
-31.2%
-3.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.3% | -0.5% | +2.2% |
| 7D | +14.6% | +11.9% | +2.7% | +12.3% |
| 30D | +29.3% | +37.1% | -7.9% | +22.1% |
| 3M | +2.0% | +5.7% | -3.7% | +0.4% |
| 6M | -28.5% | -5.7% | -22.9% | -28.6% |
| YTD | -35.3% | -29.8% | -5.5% | -32.4% |
| 1Y | -34.7% | -31.8% | -2.9% | -31.1% |
| All | -34.7% | -31.2% | -3.5% | -31.1% |
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