-31.8%
PNR vs BIYA
-99.8%
+68.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -3.0% | +2.7% | -5.8% | -3.0% |
| 30D | -14.9% | -18.7% | +3.8% | -15.0% |
| 3M | -19.0% | -72.0% | +53.0% | -19.1% |
| 6M | -35.9% | -86.4% | +50.5% | -34.7% |
| YTD | -43.1% | -94.2% | +51.0% | -41.6% |
| 1Y | -46.4% | -98.4% | +52.0% | -44.0% |
| All | -31.8% | -99.8% | +68.0% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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