+34.0%
BN vs PNR
-3.8%
+37.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.8% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | +14.0% | +31.7% | -17.7% | -4.4% |
| 3M | -9.0% | +2.6% | -11.6% | -10.8% |
| 6M | -8.8% | -6.4% | -2.5% | -7.2% |
| YTD | -10.3% | -33.4% | +23.2% | +14.1% |
| 1Y | -5.8% | -35.1% | +29.3% | +21.7% |
| 3Y | +94.8% | +17.1% | +77.7% | +65.4% |
| All | +34.0% | -3.8% | +37.8% | +22.8% |
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