+170.0%
PBF vs PNR
-43.1%
+213.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.2% |
| 7D | +4.3% | -2.4% | +6.7% | +3.7% |
| 30D | +22.0% | -12.8% | +34.7% | +18.0% |
| 3M | +74.5% | -17.0% | +91.5% | +69.4% |
| 6M | +67.7% | -37.4% | +105.1% | +58.4% |
| YTD | +179.2% | -41.6% | +220.8% | +158.6% |
| 1Y | +170.0% | -44.6% | +214.6% | +162.2% |
| All | +170.0% | -43.1% | +213.1% | +162.2% |
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