-13.4%
PNR vs BAH
-31.4%
+18.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -3.9% | -1.3% | -2.6% | -3.7% |
| 30D | -13.8% | -6.6% | -7.2% | -13.0% |
| 3M | -22.5% | -7.2% | -15.4% | -21.9% |
| 6M | -37.2% | -10.0% | -27.2% | -36.5% |
| YTD | -44.2% | -12.5% | -31.8% | -43.6% |
| 1Y | -46.6% | -27.9% | -18.7% | -44.6% |
| All | -13.4% | -31.4% | +18.0% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling