-20.8%
PNR vs BBWI
-69.5%
+48.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | -5.5% | -8.0% | +2.5% | -3.6% |
| 30D | -15.6% | -6.6% | -8.9% | -14.5% |
| 3M | -20.2% | -2.7% | -17.5% | -20.4% |
| 6M | -36.6% | -12.8% | -23.8% | -35.8% |
| YTD | -45.0% | -10.5% | -34.5% | -45.0% |
| 1Y | -47.4% | -35.3% | -12.1% | -43.4% |
| 3Y | -13.7% | -47.7% | +34.0% | -6.6% |
| 5Y | -20.8% | -68.9% | +48.1% | -2.4% |
| All | -20.8% | -69.5% | +48.7% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling