+261.6%
PNR vs BAH
+886.2%
-624.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | -2.4% | -3.2% | +0.9% | -1.5% |
| 30D | -12.8% | +2.0% | -14.8% | -13.3% |
| 3M | -17.0% | -7.6% | -9.4% | -15.6% |
| 6M | -37.4% | -5.7% | -31.7% | -37.1% |
| YTD | -41.6% | -11.7% | -29.9% | -40.7% |
| 1Y | -44.6% | -27.4% | -17.3% | -40.8% |
| 3Y | -12.1% | -32.5% | +20.4% | -7.6% |
| 5Y | -17.4% | -3.3% | -14.1% | -24.3% |
| 10Y | +64.0% | +186.0% | -122.0% | +7.1% |
| All | +261.6% | +886.2% | -624.6% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling