-14.8%
PNR vs BTG
+94.8%
-109.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -6.0% | -3.8% | -2.3% | -5.7% |
| 30D | -14.0% | +3.6% | -17.6% | -14.3% |
| 3M | -21.7% | +32.0% | -53.7% | -24.1% |
| 6M | -37.3% | +3.4% | -40.6% | -38.0% |
| YTD | -45.1% | +20.8% | -65.9% | -46.9% |
| 1Y | -49.1% | +22.4% | -71.5% | -51.1% |
| 3Y | -14.8% | +91.7% | -106.6% | -24.2% |
| All | -14.8% | +94.8% | -109.7% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling