-20.3%
PNR vs BWA
+87.2%
-107.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.8% |
| 7D | -6.0% | -1.3% | -4.7% | -5.6% |
| 30D | -14.0% | -2.9% | -11.0% | -13.2% |
| 3M | -21.7% | -10.7% | -11.0% | -18.7% |
| 6M | -37.3% | +26.5% | -63.7% | -44.0% |
| YTD | -45.1% | +49.1% | -94.2% | -55.4% |
| 1Y | -49.1% | +52.1% | -101.2% | -59.1% |
| 3Y | -14.8% | +72.6% | -87.4% | -37.5% |
| All | -20.3% | +87.2% | -107.5% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling