-31.8%
PNR vs BTG
+24.4%
-56.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.7% | -5.4% | +2.5% |
| 7D | +11.9% | -0.2% | +12.1% | +11.8% |
| 30D | +37.1% | -0.8% | +37.9% | +36.8% |
| 3M | +5.7% | +31.8% | -26.1% | +2.6% |
| 6M | -5.7% | +20.4% | -26.1% | -8.2% |
| YTD | -29.8% | +14.7% | -44.5% | -32.1% |
| 1Y | -31.8% | +29.4% | -61.1% | -35.3% |
| All | -31.8% | +24.4% | -56.2% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling