+586.1%
PNR vs SBAC
+2,208.1%
-1,622.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -2.4% | -0.8% | -1.6% | -2.3% |
| 30D | -12.8% | +6.9% | -19.7% | -13.6% |
| 3M | -17.0% | -8.2% | -8.8% | -16.1% |
| 6M | -37.4% | -1.6% | -35.8% | -37.6% |
| YTD | -41.6% | -0.1% | -41.5% | -42.0% |
| 1Y | -44.6% | -0.5% | -44.2% | -45.0% |
| 3Y | -12.1% | -9.1% | -3.1% | -12.2% |
| 5Y | -17.4% | -43.8% | +26.4% | -12.2% |
| 10Y | +64.0% | +80.5% | -16.5% | +50.4% |
| All | +586.1% | +2,208.1% | -1,622.0% | +347.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling