+206.6%
ROL vs PNR
+66.2%
+140.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -3.2% | -6.0% | +2.9% | -1.3% |
| 30D | -4.9% | -14.0% | +9.1% | -0.6% |
| 3M | -25.8% | -21.7% | -4.1% | -20.8% |
| 6M | -37.6% | -37.3% | -0.3% | -28.9% |
| YTD | -41.5% | -45.1% | +3.6% | -30.8% |
| 1Y | -39.5% | -49.1% | +9.7% | -26.7% |
| 3Y | +0.1% | -14.8% | +15.0% | -0.3% |
| 5Y | -4.6% | -21.0% | +16.4% | -4.0% |
| All | +206.6% | +66.2% | +140.4% | +130.5% |
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