+45.0%
BBY vs PNR
-14.5%
+59.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.3% | +3.2% |
| 7D | +0.6% | -6.0% | +6.6% | +3.7% |
| 30D | +9.4% | -14.0% | +23.4% | +17.8% |
| 3M | +19.3% | -21.7% | +41.0% | +32.5% |
| 6M | +47.9% | -37.3% | +85.2% | +84.9% |
| YTD | +39.6% | -45.1% | +84.7% | +88.9% |
| 1Y | +22.2% | -49.1% | +71.3% | +74.4% |
| 3Y | +45.0% | -14.8% | +59.8% | +52.5% |
| All | +45.0% | -14.5% | +59.4% | +52.5% |
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