+129.7%
ROP vs PNR
+66.6%
+63.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | -8.0% | -5.5% | -2.5% | -5.8% |
| 30D | -2.7% | -15.6% | +12.8% | +4.3% |
| 3M | +16.6% | -20.2% | +36.8% | +26.7% |
| 6M | +10.4% | -36.6% | +47.0% | +31.3% |
| YTD | -12.1% | -45.0% | +32.9% | +11.1% |
| 1Y | -23.6% | -47.4% | +23.8% | -1.7% |
| 3Y | -19.3% | -13.7% | -5.6% | -19.6% |
| 5Y | -15.4% | -20.8% | +5.4% | -14.2% |
| All | +129.7% | +66.6% | +63.1% | +53.9% |
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 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