+48.0%
BAX vs PNR
-31.2%
+79.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.7% | +2.7% |
| 7D | +4.1% | +11.9% | -7.8% | -0.3% |
| 30D | +9.4% | +37.1% | -27.7% | -3.8% |
| 3M | -6.5% | +5.7% | -12.2% | -7.7% |
| 6M | +59.6% | -5.7% | +65.3% | +63.3% |
| YTD | +38.9% | -29.8% | +68.7% | +60.9% |
| 1Y | +48.0% | -31.8% | +79.8% | +76.7% |
| All | +48.0% | -31.2% | +79.2% | +76.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling