+1,264.4%
BE vs PNR
-21.7%
+1,286.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.3% | +6.9% | +6.9% |
| 7D | +9.0% | -6.0% | +15.1% | +14.4% |
| 30D | +16.3% | -14.0% | +30.2% | +30.7% |
| 3M | +10.8% | -21.7% | +32.5% | +29.6% |
| 6M | +73.2% | -37.3% | +110.5% | +146.7% |
| YTD | +217.4% | -45.1% | +262.5% | +399.9% |
| 1Y | +309.8% | -49.1% | +358.9% | +595.0% |
| 3Y | +1,726.2% | -14.8% | +1,741.0% | +1,702.4% |
| All | +1,264.4% | -21.7% | +1,286.1% | +1,283.4% |
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