+98.5%
PNR vs BAH
+198.8%
-100.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.3% | +1.7% | -1.4% | -0.2% |
| 30D | +31.7% | +20.8% | +10.9% | +25.1% |
| 3M | +2.6% | +11.6% | -8.9% | -0.6% |
| 6M | -6.4% | +23.1% | -29.5% | -12.4% |
| YTD | -33.4% | +5.3% | -38.7% | -35.7% |
| 1Y | -35.1% | +6.1% | -41.2% | -37.6% |
| 3Y | +17.1% | -27.5% | +44.6% | +20.8% |
| 5Y | -3.5% | +6.2% | -9.7% | -15.7% |
| All | +98.5% | +198.8% | -100.2% | +29.3% |
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