+40.6%
BP vs PNR
-47.6%
+88.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +5.2% | -6.0% | +11.3% | +4.5% |
| 30D | +8.7% | -14.0% | +22.7% | +6.9% |
| 3M | +9.3% | -21.7% | +31.0% | +7.2% |
| 6M | +13.6% | -37.3% | +50.8% | +10.3% |
| YTD | +37.7% | -45.1% | +82.8% | +33.8% |
| 1Y | +40.6% | -49.1% | +89.8% | +38.7% |
| All | +40.6% | -47.6% | +88.2% | +38.7% |
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