+36.6%
BP vs PNR
-31.2%
+67.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.3% | -7.5% | -3.6% |
| 7D | -8.4% | +11.9% | -20.3% | -6.8% |
| 30D | +2.2% | +37.1% | -34.9% | +7.0% |
| 3M | +8.8% | +5.7% | +3.1% | +10.2% |
| 6M | -0.5% | -5.7% | +5.2% | +0.4% |
| YTD | +36.2% | -29.8% | +66.0% | +35.8% |
| 1Y | +36.6% | -31.8% | +68.4% | +36.8% |
| All | +36.6% | -31.2% | +67.7% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling