-24.2%
ROP vs PNR
-47.4%
+23.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -8.0% | -5.5% | -2.5% | -7.0% |
| 30D | -2.7% | -15.6% | +12.8% | +0.2% |
| 3M | +16.6% | -20.2% | +36.8% | +20.4% |
| 6M | +10.4% | -36.6% | +47.0% | +19.3% |
| YTD | -12.1% | -45.0% | +32.9% | +0.1% |
| All | -24.2% | -47.4% | +23.2% | -12.7% |
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