-13.4%
PNR vs SBAC
-8.7%
-4.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.7% |
| 7D | -3.9% | +0.2% | -4.0% | -3.9% |
| 30D | -13.8% | +3.9% | -17.7% | -14.4% |
| 3M | -22.5% | -8.2% | -14.4% | -21.4% |
| 6M | -37.2% | -2.8% | -34.4% | -37.0% |
| YTD | -44.2% | -1.5% | -42.7% | -44.4% |
| 1Y | -46.6% | 0.0% | -46.7% | -47.0% |
| All | -13.4% | -8.7% | -4.7% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling