+112.8%
BP vs PNR
-3.8%
+116.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.9% |
| 7D | +3.8% | +0.3% | +3.5% | +3.8% |
| 30D | -5.3% | +31.7% | -37.0% | -9.1% |
| 3M | +9.3% | +2.6% | +6.6% | +8.8% |
| 6M | +7.2% | -6.4% | +13.6% | +7.8% |
| YTD | +38.0% | -33.4% | +71.5% | +47.6% |
| 1Y | +33.2% | -35.1% | +68.3% | +43.2% |
| 3Y | +50.3% | +17.1% | +33.2% | +39.8% |
| All | +112.8% | -3.8% | +116.5% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling