+62.8%
PNR vs BWA
+156.8%
-93.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.9% |
| 7D | -6.0% | -1.3% | -4.7% | -5.5% |
| 30D | -14.0% | -2.9% | -11.0% | -13.1% |
| 3M | -21.7% | -10.7% | -11.0% | -18.3% |
| 6M | -37.3% | +26.5% | -63.7% | -44.8% |
| YTD | -45.1% | +49.1% | -94.2% | -56.2% |
| 1Y | -49.1% | +52.1% | -101.2% | -59.9% |
| 3Y | -14.8% | +72.6% | -87.4% | -38.9% |
| 5Y | -21.0% | +89.4% | -110.4% | -47.6% |
| All | +62.8% | +156.8% | -93.9% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling