+18.3%
RSP vs PNR
-43.1%
+61.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -0.8% | -2.4% | +1.6% | -0.3% |
| 30D | -0.3% | -12.8% | +12.4% | +2.4% |
| 3M | +4.3% | -17.0% | +21.3% | +7.6% |
| 6M | +8.8% | -37.4% | +46.2% | +20.2% |
| YTD | +15.3% | -41.6% | +56.9% | +28.9% |
| 1Y | +18.3% | -44.6% | +62.9% | +35.2% |
| All | +18.3% | -43.1% | +61.4% | +35.2% |
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