+62.8%
PNR vs BB
+1.6%
+61.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -6.0% | -0.4% | -5.6% | -6.0% |
| 30D | -14.0% | -12.5% | -1.4% | -12.4% |
| 3M | -21.7% | -17.4% | -4.3% | -20.3% |
| 6M | -37.3% | +119.1% | -156.4% | -45.8% |
| YTD | -45.1% | +102.4% | -147.5% | -52.0% |
| 1Y | -49.1% | +98.2% | -147.3% | -55.7% |
| 3Y | -14.8% | +46.9% | -61.8% | -25.7% |
| 5Y | -21.0% | -26.4% | +5.4% | -26.8% |
| All | +62.8% | +1.6% | +61.2% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling