+341.8%
PBF vs PNR
+66.2%
+275.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.8% |
| 7D | +5.3% | -6.0% | +11.4% | +9.4% |
| 30D | +11.7% | -14.0% | +25.7% | +22.7% |
| 3M | +91.1% | -21.7% | +112.8% | +117.6% |
| 6M | +88.4% | -37.3% | +125.7% | +141.3% |
| YTD | +194.1% | -45.1% | +239.2% | +307.7% |
| 1Y | +180.4% | -49.1% | +229.5% | +311.0% |
| 3Y | +59.3% | -14.8% | +74.2% | +50.8% |
| 5Y | +816.3% | -21.0% | +837.3% | +784.5% |
| All | +341.8% | +66.2% | +275.6% | +105.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling