+50.5%
RSP vs PNR
-20.5%
+70.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.2% |
| 7D | -1.8% | -3.9% | +2.1% | -0.3% |
| 30D | -2.5% | -13.8% | +11.3% | +3.2% |
| 3M | +3.0% | -22.5% | +25.5% | +12.6% |
| 6M | +8.9% | -37.2% | +46.0% | +29.3% |
| YTD | +13.0% | -44.2% | +57.2% | +40.4% |
| 1Y | +16.2% | -46.6% | +62.9% | +47.2% |
| 3Y | +52.7% | -12.5% | +65.2% | +51.3% |
| 5Y | +50.5% | -19.3% | +69.8% | +46.3% |
| All | +50.5% | -20.5% | +70.9% | +46.3% |
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 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