+214.5%
BAC vs PNR
+98.8%
+115.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.6% |
| 7D | +1.5% | -2.3% | +3.8% | +2.8% |
| 30D | -6.4% | +29.3% | -35.7% | -19.4% |
| 3M | -21.7% | +4.1% | -25.8% | -24.2% |
| 6M | +0.5% | -8.6% | +9.1% | +2.7% |
| YTD | -6.7% | -33.6% | +26.9% | +13.1% |
| 1Y | -4.7% | -36.4% | +31.7% | +18.5% |
| 3Y | +96.1% | +15.1% | +81.0% | +64.6% |
| 5Y | +21.7% | -3.8% | +25.5% | +11.4% |
| All | +214.5% | +98.8% | +115.7% | +60.2% |
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