+50.4%
RSP vs PNR
+0.4%
+50.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -0.3% | -3.7% | +3.4% | +1.1% |
| 30D | +4.4% | +33.1% | -28.7% | -6.8% |
| 3M | +1.3% | +3.7% | -2.4% | -0.5% |
| 6M | +10.0% | -7.7% | +17.7% | +12.0% |
| YTD | +17.6% | -32.4% | +50.1% | +35.4% |
| 1Y | +19.2% | -35.0% | +54.2% | +39.6% |
| 3Y | +66.0% | +17.1% | +49.0% | +45.4% |
| 5Y | +50.4% | +0.1% | +50.3% | +34.3% |
| All | +50.4% | +0.4% | +50.0% | +34.3% |
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