+5.8%
DASH vs PNR
+22.1%
-16.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.6% | -2.7% | -3.6% |
| 7D | -11.2% | -3.0% | -8.1% | -9.3% |
| 30D | -7.3% | -14.9% | +7.6% | +2.8% |
| 3M | +31.4% | -19.0% | +50.5% | +48.1% |
| 6M | +11.9% | -35.9% | +47.8% | +46.9% |
| YTD | -11.5% | -43.1% | +31.7% | +24.9% |
| 1Y | -20.0% | -46.4% | +26.4% | +17.6% |
| 3Y | +143.9% | -10.8% | +154.8% | +126.3% |
| 5Y | -0.2% | -18.9% | +18.6% | -13.9% |
| All | +5.8% | +22.1% | -16.3% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling