+440.6%
PNR vs BUD
+217.8%
+222.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | +0.3% | +1.0% | -0.7% | -0.2% |
| 30D | +31.7% | +6.7% | +25.0% | +28.0% |
| 3M | +2.6% | +5.7% | -3.1% | 0.0% |
| 6M | -6.4% | +5.8% | -12.2% | -9.1% |
| YTD | -33.4% | +34.4% | -67.8% | -42.1% |
| 1Y | -35.1% | +33.3% | -68.3% | -43.4% |
| 3Y | +17.1% | +48.8% | -31.7% | -5.3% |
| 5Y | -3.5% | +52.5% | -56.1% | -24.3% |
| 10Y | +100.2% | -4.0% | +104.1% | +77.7% |
| All | +440.6% | +217.8% | +222.8% | +119.8% |
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