-33.4%
BAX vs PNR
-13.0%
-20.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.1% |
| 7D | -5.1% | -3.9% | -1.2% | -3.5% |
| 30D | -12.2% | -13.8% | +1.6% | -6.8% |
| 3M | +21.8% | -22.5% | +44.4% | +33.5% |
| 6M | +36.3% | -37.2% | +73.5% | +62.6% |
| YTD | +27.8% | -44.2% | +72.0% | +59.1% |
| 1Y | -0.1% | -46.6% | +46.6% | +26.6% |
| All | -33.4% | -13.0% | -20.3% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling