+66.8%
BN vs PNR
-14.2%
+81.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.4% |
| 7D | -5.9% | -5.5% | -0.4% | -2.6% |
| 30D | -15.1% | -15.6% | +0.5% | -6.1% |
| 3M | -14.6% | -20.2% | +5.6% | -4.5% |
| 6M | -8.4% | -36.6% | +28.2% | +19.2% |
| YTD | -16.8% | -45.0% | +28.2% | +19.3% |
| 1Y | -14.4% | -47.4% | +33.1% | +27.1% |
| All | +66.8% | -14.2% | +81.0% | +68.6% |
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