-11.3%
DASH vs PNR
-34.0%
+22.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.3% | -0.2% |
| 7D | -4.8% | -0.5% | -4.3% | -4.5% |
| 30D | -7.9% | +34.4% | -42.4% | -14.0% |
| 3M | -16.3% | +2.4% | -18.7% | -17.2% |
| 6M | +10.4% | -7.8% | +18.2% | +10.1% |
| YTD | -20.1% | -31.6% | +11.5% | -18.9% |
| All | -11.3% | -34.0% | +22.6% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling