+649.0%
PNR vs BB
+261.2%
+387.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | -3.9% | +1.8% | -5.7% | -4.1% |
| 30D | -13.8% | -12.2% | -1.6% | -12.6% |
| 3M | -22.5% | -12.3% | -10.2% | -22.0% |
| 6M | -37.2% | +122.7% | -159.9% | -44.0% |
| YTD | -44.2% | +104.5% | -148.7% | -49.8% |
| 1Y | -46.6% | +106.7% | -153.3% | -52.2% |
| 3Y | -12.5% | +70.0% | -82.5% | -22.4% |
| 5Y | -19.3% | -27.8% | +8.4% | -23.0% |
| 10Y | +67.5% | +2.4% | +65.1% | +38.0% |
| All | +649.0% | +261.2% | +387.8% | +568.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling