-19.3%
PNR vs BUD
+44.7%
-64.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.1% |
| 7D | -3.9% | -1.3% | -2.6% | -3.4% |
| 30D | -13.8% | -6.1% | -7.7% | -11.9% |
| 3M | -22.5% | -3.8% | -18.8% | -21.6% |
| 6M | -37.2% | +8.2% | -45.3% | -39.1% |
| YTD | -44.2% | +23.6% | -67.8% | -48.5% |
| 1Y | -46.6% | +33.4% | -80.1% | -52.2% |
| 3Y | -12.5% | +45.3% | -57.8% | -26.4% |
| 5Y | -19.3% | +44.3% | -63.6% | -34.3% |
| All | -19.3% | +44.7% | -64.1% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling