+14,855.3%
BN vs PNR
+3,553.7%
+11,301.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | +0.1% | -1.6% |
| 7D | -1.2% | -3.0% | +1.8% | 0.0% |
| 30D | -10.9% | -14.9% | +4.0% | -5.5% |
| 3M | -11.1% | -19.0% | +8.0% | -4.8% |
| 6M | -4.4% | -35.9% | +31.6% | +11.4% |
| YTD | -14.1% | -43.1% | +29.0% | +4.4% |
| 1Y | -11.1% | -46.4% | +35.3% | +10.5% |
| 3Y | +75.6% | -10.8% | +86.4% | +82.3% |
| 5Y | +35.8% | -18.9% | +54.6% | +44.5% |
| 10Y | +261.6% | +64.4% | +197.2% | +198.6% |
| All | +14,855.3% | +3,553.7% | +11,301.5% | +6,725.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling