+3,553.7%
PNR vs BBWI
+999.2%
+2,554.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.9% |
| 7D | -3.0% | +1.6% | -4.6% | -3.4% |
| 30D | -14.9% | -6.2% | -8.7% | -13.8% |
| 3M | -19.0% | +4.3% | -23.4% | -20.6% |
| 6M | -35.9% | -7.2% | -28.8% | -36.1% |
| YTD | -43.1% | -3.0% | -40.1% | -44.2% |
| 1Y | -46.4% | -30.8% | -15.6% | -43.6% |
| 3Y | -10.8% | -43.4% | +32.6% | -5.4% |
| 5Y | -18.9% | -66.7% | +47.9% | -5.5% |
| 10Y | +64.4% | -55.7% | +120.1% | +49.2% |
| All | +3,553.7% | +999.2% | +2,554.6% | +1,573.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling