-22.1%
ROP vs PNR
-43.1%
+21.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.6% |
| 7D | -4.4% | -2.4% | -2.1% | -4.0% |
| 30D | +3.2% | -12.8% | +16.0% | +5.7% |
| 3M | +23.1% | -17.0% | +40.0% | +26.2% |
| 6M | +13.3% | -37.4% | +50.7% | +24.2% |
| YTD | -7.9% | -41.6% | +33.8% | +3.7% |
| 1Y | -22.1% | -44.6% | +22.6% | -11.6% |
| All | -22.1% | -43.1% | +21.0% | -11.6% |
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 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