+73.1%
BAC vs PNR
-20.5%
+93.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.2% |
| 7D | +0.6% | -3.9% | +4.5% | +2.2% |
| 30D | -1.4% | -13.8% | +12.4% | +4.7% |
| 3M | +15.7% | -22.5% | +38.3% | +26.9% |
| 6M | +32.2% | -37.2% | +69.3% | +58.4% |
| YTD | +15.8% | -44.2% | +60.0% | +45.7% |
| 1Y | +27.3% | -46.6% | +73.9% | +63.5% |
| 3Y | +137.5% | -12.5% | +150.0% | +136.1% |
| 5Y | +73.1% | -19.3% | +92.4% | +61.7% |
| All | +73.1% | -20.5% | +93.5% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling