+1,821.9%
BA vs PNR
+3,652.8%
-1,830.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.2% | -2.4% | +3.5% | +2.1% |
| 30D | -11.6% | -12.8% | +1.1% | -6.8% |
| 3M | -2.4% | -17.0% | +14.6% | +4.1% |
| 6M | -6.6% | -37.4% | +30.8% | +11.0% |
| YTD | -2.2% | -41.6% | +39.4% | +18.8% |
| 1Y | -8.0% | -44.6% | +36.6% | +14.1% |
| 3Y | -5.0% | -12.1% | +7.1% | -3.1% |
| 5Y | -2.7% | -17.4% | +14.7% | +0.1% |
| 10Y | +75.9% | +64.0% | +11.9% | +41.8% |
| All | +1,821.9% | +3,652.8% | -1,830.9% | +740.0% |
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 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