+23.3%
BA vs PNR
+99.2%
-75.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.2% |
| 7D | -1.1% | +0.3% | -1.4% | -1.3% |
| 30D | -7.1% | +31.7% | -38.8% | -24.3% |
| 3M | -25.5% | +2.6% | -28.2% | -28.2% |
| 6M | -28.7% | -6.4% | -22.3% | -28.4% |
| YTD | -21.0% | -33.4% | +12.4% | -1.1% |
| 1Y | -11.9% | -35.1% | +23.2% | +12.1% |
| 3Y | -16.2% | +17.1% | -33.2% | -34.4% |
| 5Y | -22.4% | -3.5% | -18.8% | -31.1% |
| All | +23.3% | +99.2% | -75.9% | -45.7% |
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