-47.4%
PNR vs BAH
-24.1%
-23.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.8% | -6.2% | -1.9% |
| 7D | -5.5% | +2.4% | -7.9% | -5.8% |
| 30D | -15.6% | -2.9% | -12.6% | -15.3% |
| 3M | -20.2% | -1.3% | -18.9% | -20.2% |
| 6M | -36.6% | -0.9% | -35.7% | -36.9% |
| YTD | -45.0% | -8.2% | -36.7% | -44.9% |
| 1Y | -47.4% | -24.0% | -23.5% | -45.7% |
| All | -47.4% | -24.1% | -23.4% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling