-19.3%
PNR vs BAH
-3.7%
-15.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -3.9% | -1.3% | -2.6% | -3.6% |
| 30D | -13.8% | -6.6% | -7.2% | -12.7% |
| 3M | -22.5% | -7.2% | -15.4% | -21.7% |
| 6M | -37.2% | -10.0% | -27.2% | -36.3% |
| YTD | -44.2% | -12.5% | -31.8% | -43.5% |
| 1Y | -46.6% | -27.9% | -18.7% | -44.0% |
| 3Y | -12.5% | -31.4% | +18.9% | -11.0% |
| 5Y | -19.3% | -3.2% | -16.1% | -26.2% |
| All | -19.3% | -3.7% | -15.7% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling