+90.0%
RSG vs PNR
-21.7%
+111.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | 0.0% | -6.0% | +6.0% | +0.9% |
| 30D | +4.0% | -14.0% | +17.9% | +6.3% |
| 3M | +7.4% | -21.7% | +29.1% | +11.0% |
| 6M | +0.1% | -37.3% | +37.4% | +6.8% |
| YTD | +6.0% | -45.1% | +51.1% | +15.5% |
| 1Y | -3.0% | -49.1% | +46.2% | +7.0% |
| 3Y | +56.5% | -14.8% | +71.3% | +53.8% |
| All | +90.0% | -21.7% | +111.7% | +97.8% |
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