+75.8%
BND vs PNR
+297.6%
-221.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.2% |
| 7D | -0.1% | -3.9% | +3.7% | -0.1% |
| 30D | -0.2% | -13.8% | +13.6% | -0.3% |
| 3M | -0.7% | -22.5% | +21.9% | -0.7% |
| 6M | -1.7% | -37.2% | +35.5% | -1.7% |
| YTD | -0.5% | -44.2% | +43.7% | -0.6% |
| 1Y | +0.4% | -46.6% | +47.0% | +0.2% |
| 3Y | +13.1% | -12.5% | +25.7% | +13.3% |
| 5Y | -2.1% | -19.3% | +17.3% | -2.3% |
| 10Y | +15.7% | +67.5% | -51.8% | +17.2% |
| All | +75.8% | +297.6% | -221.8% | +82.3% |
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