-31.8%
PNR vs BUD
+38.4%
-70.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +2.1% |
| 7D | +11.9% | +3.3% | +8.6% | +10.6% |
| 30D | +37.1% | +11.8% | +25.3% | +31.8% |
| 3M | +5.7% | -1.1% | +6.8% | +5.9% |
| 6M | -5.7% | +14.9% | -20.6% | -10.5% |
| YTD | -29.8% | +32.6% | -62.4% | -39.6% |
| 1Y | -31.8% | +37.2% | -69.0% | -43.0% |
| All | -31.8% | +38.4% | -70.2% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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