+374.2%
PNR vs BUD
+201.1%
+173.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | -2.4% | +0.3% | -2.6% | -2.5% |
| 30D | -12.8% | -5.7% | -7.1% | -10.5% |
| 3M | -17.0% | +3.1% | -20.1% | -18.2% |
| 6M | -37.4% | +7.9% | -45.3% | -39.8% |
| YTD | -41.6% | +27.3% | -68.9% | -47.9% |
| 1Y | -44.6% | +37.8% | -82.4% | -52.4% |
| 3Y | -12.1% | +49.8% | -62.0% | -29.3% |
| 5Y | -17.4% | +43.8% | -61.2% | -33.6% |
| 10Y | +64.0% | -22.6% | +86.6% | +62.4% |
| All | +374.2% | +201.1% | +173.1% | +97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling