+211.0%
RSP vs PNR
+99.2%
+111.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.4% | +0.3% | +2.1% | +2.2% |
| 30D | +4.3% | +31.7% | -27.4% | -8.5% |
| 3M | -0.3% | +2.6% | -3.0% | -2.2% |
| 6M | +9.8% | -6.4% | +16.2% | +11.0% |
| YTD | +16.8% | -33.4% | +50.3% | +37.2% |
| 1Y | +19.5% | -35.1% | +54.6% | +41.9% |
| 3Y | +65.1% | +17.1% | +48.1% | +42.9% |
| 5Y | +48.7% | -3.5% | +52.2% | +38.1% |
| All | +211.0% | +99.2% | +111.7% | +86.9% |
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