-13.4%
PNR vs BBWI
-47.8%
+34.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.4% | -0.6% |
| 7D | -3.9% | -4.4% | +0.5% | -3.0% |
| 30D | -13.8% | -7.4% | -6.4% | -12.7% |
| 3M | -22.5% | -2.2% | -20.3% | -22.8% |
| 6M | -37.2% | -16.3% | -20.8% | -35.7% |
| YTD | -44.2% | -9.1% | -35.1% | -44.3% |
| 1Y | -46.6% | -34.5% | -12.1% | -42.7% |
| All | -13.4% | -47.8% | +34.4% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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