-11.0%
BA vs PNR
-34.5%
+23.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | 0.0% | -0.1% | +0.2% | +0.1% |
| 30D | -8.9% | +33.4% | -42.3% | -12.1% |
| 3M | -25.5% | +4.9% | -30.4% | -24.1% |
| 6M | -27.0% | -8.5% | -18.4% | -24.1% |
| YTD | -20.1% | -32.1% | +12.0% | -13.2% |
| 1Y | -11.0% | -35.0% | +24.0% | -1.1% |
| All | -11.0% | -34.5% | +23.5% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling