-31.8%
PNR vs BB
+88.0%
-119.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.0% | -3.7% | +3.0% |
| 7D | +11.9% | -6.8% | +18.7% | +12.3% |
| 30D | +37.1% | -3.5% | +40.7% | +37.1% |
| 3M | +5.7% | -1.2% | +6.9% | +5.5% |
| 6M | -5.7% | +57.0% | -62.7% | -12.7% |
| YTD | -29.8% | +131.1% | -160.9% | -40.3% |
| 1Y | -31.8% | +87.6% | -119.4% | -40.5% |
| All | -31.8% | +88.0% | -119.8% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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