+1,536.1%
PNR vs BWA
+3,492.4%
-1,956.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | -0.8% |
| 7D | -2.4% | +5.7% | -8.0% | -4.5% |
| 30D | -12.8% | +1.4% | -14.2% | -13.5% |
| 3M | -17.0% | -12.1% | -4.9% | -13.5% |
| 6M | -37.4% | +28.6% | -66.0% | -44.4% |
| YTD | -41.6% | +51.1% | -92.7% | -52.1% |
| 1Y | -44.6% | +55.9% | -100.5% | -55.3% |
| 3Y | -12.1% | +70.1% | -82.3% | -33.1% |
| 5Y | -17.4% | +90.7% | -108.1% | -41.1% |
| 10Y | +64.0% | +154.0% | -90.0% | -0.9% |
| All | +1,536.1% | +3,492.4% | -1,956.3% | +324.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling