+205.8%
RSP vs PNR
+66.2%
+139.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -1.9% | -6.0% | +4.1% | +0.9% |
| 30D | -2.8% | -14.0% | +11.2% | +3.9% |
| 3M | +2.8% | -21.7% | +24.5% | +13.4% |
| 6M | +10.2% | -37.3% | +47.5% | +34.0% |
| YTD | +13.1% | -45.1% | +58.2% | +45.6% |
| 1Y | +14.8% | -49.1% | +63.9% | +53.1% |
| 3Y | +52.6% | -14.8% | +67.4% | +54.2% |
| 5Y | +51.6% | -21.0% | +72.6% | +54.9% |
| All | +205.8% | +66.2% | +139.7% | +103.3% |
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