+7,924.2%
BNY vs PNR
+3,426.6%
+4,497.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.3% | -6.0% | +4.7% | +1.2% |
| 30D | -0.2% | -14.0% | +13.8% | +5.9% |
| 3M | +14.9% | -21.7% | +36.6% | +24.9% |
| 6M | +40.0% | -37.3% | +77.3% | +65.6% |
| YTD | +42.0% | -45.1% | +87.1% | +76.5% |
| 1Y | +56.9% | -49.1% | +106.0% | +100.9% |
| 3Y | +289.9% | -14.8% | +304.7% | +295.4% |
| 5Y | +259.2% | -21.0% | +280.2% | +268.9% |
| 10Y | +413.3% | +64.7% | +348.5% | +278.7% |
| All | +7,924.2% | +3,426.6% | +4,497.6% | +2,927.5% |
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