-20.8%
PNR vs BBAI
-71.4%
+50.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -5.5% | -5.4% | -0.1% | -5.4% |
| 30D | -15.6% | -15.3% | -0.3% | -15.4% |
| 3M | -20.2% | -29.9% | +9.7% | -19.8% |
| 6M | -36.6% | -30.7% | -5.9% | -36.4% |
| YTD | -45.0% | -47.8% | +2.8% | -44.6% |
| 1Y | -47.4% | -40.4% | -7.1% | -47.3% |
| 3Y | -13.7% | +66.9% | -80.6% | -15.4% |
| 5Y | -20.8% | -71.4% | +50.6% | -25.1% |
| All | -20.8% | -71.4% | +50.6% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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