+1,470.0%
BA vs PNR
+4,261.2%
-2,791.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | 0.0% | -0.1% | +0.2% | 0.0% |
| 30D | -8.9% | +33.4% | -42.3% | -19.7% |
| 3M | -25.5% | +4.9% | -30.4% | -27.8% |
| 6M | -27.0% | -8.5% | -18.4% | -26.0% |
| YTD | -20.1% | -32.1% | +12.0% | -9.6% |
| 1Y | -11.0% | -35.0% | +24.0% | +2.4% |
| 3Y | -11.8% | +17.6% | -29.4% | -20.7% |
| 5Y | -20.6% | +0.9% | -21.5% | -25.3% |
| 10Y | +26.6% | +101.4% | -74.8% | -6.4% |
| All | +1,470.0% | +4,261.2% | -2,791.3% | +538.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling