-67.1%
BAX vs PNR
-20.5%
-46.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.2% |
| 7D | -5.1% | -3.9% | -1.2% | -3.6% |
| 30D | -12.2% | -13.8% | +1.6% | -7.0% |
| 3M | +21.8% | -22.5% | +44.4% | +33.2% |
| 6M | +36.3% | -37.2% | +73.5% | +61.5% |
| YTD | +27.8% | -44.2% | +72.0% | +57.9% |
| 1Y | -0.1% | -46.6% | +46.6% | +25.6% |
| 3Y | -33.3% | -12.5% | -20.8% | -31.1% |
| 5Y | -67.1% | -19.3% | -47.7% | -68.7% |
| All | -67.1% | -20.5% | -46.6% | -68.7% |
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