+9,030.3%
ROL vs PNR
+3,652.8%
+5,377.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.4% | -2.4% | +0.9% | -0.8% |
| 30D | -4.1% | -12.8% | +8.7% | -0.5% |
| 3M | -22.5% | -17.0% | -5.5% | -19.0% |
| 6M | -37.7% | -37.4% | -0.2% | -29.7% |
| YTD | -39.6% | -41.6% | +2.0% | -30.7% |
| 1Y | -36.0% | -44.6% | +8.6% | -25.6% |
| 3Y | -5.1% | -12.1% | +7.0% | -5.2% |
| 5Y | -3.4% | -17.4% | +14.0% | -3.4% |
| 10Y | +215.2% | +64.0% | +151.3% | +150.4% |
| All | +9,030.3% | +3,652.8% | +5,377.4% | +4,312.6% |
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