+220.7%
ROL vs PNR
+99.2%
+121.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.5% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +19.8% | +31.7% | -11.9% | +9.9% |
| 3M | +7.9% | +2.6% | +5.3% | +6.7% |
| 6M | -25.6% | -6.4% | -19.3% | -25.0% |
| YTD | -34.1% | -33.4% | -0.7% | -26.7% |
| 1Y | -31.4% | -35.1% | +3.7% | -23.0% |
| 3Y | +4.7% | +17.1% | -12.4% | -6.0% |
| 5Y | +15.6% | -3.5% | +19.2% | +9.2% |
| All | +220.7% | +99.2% | +121.5% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling