-14.6%
PNR vs BB
+62.2%
-76.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.0% |
| 7D | -5.5% | -2.1% | -3.4% | -5.2% |
| 30D | -15.6% | -16.0% | +0.5% | -13.7% |
| 3M | -20.2% | -14.5% | -5.7% | -19.4% |
| 6M | -36.6% | +118.6% | -155.2% | -45.5% |
| YTD | -45.0% | +98.9% | -143.9% | -52.0% |
| 1Y | -47.4% | +99.5% | -146.9% | -54.5% |
| All | -14.6% | +62.2% | -76.8% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling