+72.0%
PNR vs BBIO
+136.7%
-64.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -6.0% | -3.2% | -2.8% | -5.8% |
| 30D | -14.0% | -13.6% | -0.4% | -12.8% |
| 3M | -21.7% | +7.2% | -28.9% | -22.3% |
| 6M | -37.3% | +1.5% | -38.7% | -37.5% |
| YTD | -45.1% | -5.3% | -39.8% | -45.1% |
| 1Y | -49.1% | +37.7% | -86.9% | -50.9% |
| 3Y | -14.8% | +153.9% | -168.7% | -23.6% |
| 5Y | -21.0% | +43.9% | -64.9% | -35.1% |
| All | +72.0% | +136.7% | -64.7% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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