-19.7%
PNR vs SBAC
-43.8%
+24.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.6% |
| 7D | -3.9% | +0.2% | -4.0% | -3.9% |
| 30D | -13.8% | +3.9% | -17.7% | -14.8% |
| 3M | -22.5% | -8.2% | -14.4% | -20.8% |
| 6M | -37.2% | -2.8% | -34.4% | -37.3% |
| YTD | -44.2% | -1.5% | -42.7% | -44.8% |
| 1Y | -46.6% | 0.0% | -46.7% | -47.6% |
| 3Y | -12.5% | -8.4% | -4.1% | -14.0% |
| All | -19.7% | -43.8% | +24.1% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling