-20.8%
PNR vs BB
-29.9%
+9.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.9% |
| 7D | -5.5% | -2.1% | -3.4% | -5.2% |
| 30D | -15.6% | -16.0% | +0.5% | -13.2% |
| 3M | -20.2% | -14.5% | -5.7% | -19.2% |
| 6M | -36.6% | +118.6% | -155.2% | -47.3% |
| YTD | -45.0% | +98.9% | -143.9% | -53.4% |
| 1Y | -47.4% | +99.5% | -146.9% | -55.9% |
| 3Y | -13.7% | +65.4% | -79.1% | -29.2% |
| 5Y | -20.8% | -27.6% | +6.8% | -28.3% |
| All | -20.8% | -29.9% | +9.1% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling