-44.6%
PNR vs BWA
+59.1%
-103.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | -0.2% |
| 7D | -2.4% | +5.7% | -8.0% | -3.3% |
| 30D | -12.8% | +1.4% | -14.2% | -13.1% |
| 3M | -17.0% | -12.1% | -4.9% | -15.0% |
| 6M | -37.4% | +28.6% | -66.0% | -41.6% |
| YTD | -41.6% | +51.1% | -92.7% | -49.9% |
| 1Y | -44.6% | +55.9% | -100.5% | -53.3% |
| All | -44.6% | +59.1% | -103.7% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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