+72.3%
BA vs PNR
+62.2%
+10.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +1.1% |
| 7D | +2.5% | -3.0% | +5.5% | +4.6% |
| 30D | -10.1% | -14.9% | +4.8% | 0.0% |
| 3M | -2.4% | -19.0% | +16.6% | +10.2% |
| 6M | -8.8% | -35.9% | +27.1% | +20.1% |
| YTD | -2.9% | -43.1% | +40.2% | +37.2% |
| 1Y | -8.8% | -46.4% | +37.6% | +34.1% |
| 3Y | -0.3% | -10.8% | +10.6% | -3.6% |
| 5Y | -0.3% | -18.9% | +18.5% | +1.1% |
| 10Y | +72.3% | +64.4% | +7.9% | -11.0% |
| All | +72.3% | +62.2% | +10.1% | -11.0% |
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