+63.3%
PNR vs BAH
+207.1%
-143.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.8% | -6.2% | -2.7% |
| 7D | -5.5% | +2.4% | -7.9% | -6.1% |
| 30D | -15.6% | -2.9% | -12.6% | -14.9% |
| 3M | -20.2% | -1.3% | -18.9% | -20.3% |
| 6M | -36.6% | -0.9% | -35.7% | -37.1% |
| YTD | -45.0% | -8.2% | -36.7% | -44.7% |
| 1Y | -47.4% | -24.0% | -23.5% | -44.5% |
| 3Y | -13.7% | -28.1% | +14.4% | -11.8% |
| 5Y | -20.8% | +2.5% | -23.3% | -30.8% |
| All | +63.3% | +207.1% | -143.8% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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