+1,376.8%
BAC vs PNR
+3,652.8%
-2,276.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.1% | -2.4% | +3.5% | +2.2% |
| 30D | -0.4% | -12.8% | +12.4% | +6.0% |
| 3M | +16.9% | -17.0% | +33.9% | +25.6% |
| 6M | +26.6% | -37.4% | +64.0% | +54.7% |
| YTD | +15.8% | -41.6% | +57.4% | +45.2% |
| 1Y | +27.2% | -44.6% | +71.8% | +63.3% |
| 3Y | +132.4% | -12.1% | +144.5% | +135.5% |
| 5Y | +72.6% | -17.4% | +90.0% | +75.7% |
| 10Y | +389.7% | +64.0% | +325.7% | +254.1% |
| All | +1,376.8% | +3,652.8% | -2,276.0% | +336.1% |
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