+802.0%
PBF vs PNR
-21.1%
+823.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | +2.3% | -5.5% | +7.8% | +3.5% |
| 30D | +11.6% | -15.6% | +27.1% | +15.6% |
| 3M | +81.7% | -20.2% | +101.9% | +89.5% |
| 6M | +96.4% | -36.6% | +133.1% | +115.3% |
| YTD | +189.5% | -45.0% | +234.5% | +229.8% |
| 1Y | +180.7% | -47.4% | +228.2% | +225.2% |
| 3Y | +56.6% | -13.7% | +70.3% | +56.6% |
| 5Y | +802.0% | -20.8% | +822.8% | +865.3% |
| All | +802.0% | -21.1% | +823.1% | +865.3% |
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