-64.2%
BAX vs PNR
-3.8%
-60.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +4.1% | +31.7% | -27.6% | -6.7% |
| 3M | -4.5% | +2.6% | -7.2% | -5.8% |
| 6M | +49.2% | -6.4% | +55.6% | +51.3% |
| YTD | +35.2% | -33.4% | +68.7% | +56.0% |
| 1Y | +38.3% | -35.1% | +73.4% | +61.0% |
| 3Y | -19.0% | +17.1% | -36.1% | -25.1% |
| All | -64.2% | -3.8% | -60.4% | -68.2% |
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