-5.9%
DASH vs PNR
+45.1%
-51.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -10.2% | -3.7% | -6.5% | -7.9% |
| 30D | -8.2% | +33.1% | -41.4% | -24.0% |
| 3M | -15.9% | +3.7% | -19.6% | -18.1% |
| 6M | +13.3% | -7.7% | +21.0% | +17.2% |
| YTD | -21.3% | -32.4% | +11.1% | -0.9% |
| 1Y | -11.1% | -35.0% | +23.8% | +14.6% |
| 3Y | +103.8% | +17.1% | +86.7% | +54.2% |
| 5Y | -21.6% | +0.1% | -21.8% | -40.4% |
| All | -5.9% | +45.1% | -51.1% | -42.6% |
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