-4.2%
ROL vs PNR
-20.5%
+16.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -3.3% | -3.9% | +0.6% | -2.4% |
| 30D | -7.2% | -13.8% | +6.6% | -4.0% |
| 3M | -27.0% | -22.5% | -4.4% | -22.9% |
| 6M | -39.5% | -37.2% | -2.4% | -33.0% |
| YTD | -41.8% | -44.2% | +2.4% | -33.8% |
| 1Y | -38.9% | -46.6% | +7.8% | -29.7% |
| 3Y | -0.4% | -12.5% | +12.1% | -2.1% |
| 5Y | -4.2% | -19.3% | +15.1% | +0.9% |
| All | -4.2% | -20.5% | +16.3% | +0.9% |
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