-47.4%
PNR vs BUD
+33.5%
-81.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -5.5% | -3.2% | -2.3% | -4.5% |
| 30D | -15.6% | -3.7% | -11.9% | -14.5% |
| 3M | -20.2% | -4.4% | -15.8% | -19.3% |
| 6M | -36.6% | +7.7% | -44.3% | -38.3% |
| YTD | -45.0% | +23.1% | -68.0% | -48.8% |
| 1Y | -47.4% | +33.6% | -81.1% | -50.8% |
| All | -47.4% | +33.5% | -81.0% | -50.8% |
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