+391.9%
BAC vs PNR
+66.6%
+325.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.6% |
| 7D | -0.3% | -5.5% | +5.2% | +2.8% |
| 30D | -1.8% | -15.6% | +13.8% | +7.6% |
| 3M | +15.3% | -20.2% | +35.5% | +28.0% |
| 6M | +30.2% | -36.6% | +66.8% | +63.8% |
| YTD | +15.6% | -45.0% | +60.6% | +56.6% |
| 1Y | +27.5% | -47.4% | +74.9% | +77.1% |
| 3Y | +137.0% | -13.7% | +150.7% | +136.4% |
| 5Y | +75.6% | -20.8% | +96.4% | +80.0% |
| All | +391.9% | +66.6% | +325.3% | +176.7% |
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