-20.0%
DASH vs PNR
-46.4%
+26.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.6% | -2.7% | -4.7% |
| 7D | -11.2% | -3.0% | -8.1% | -10.5% |
| 30D | -7.3% | -14.9% | +7.6% | -3.6% |
| 3M | +31.4% | -19.0% | +50.5% | +37.1% |
| 6M | +11.9% | -35.9% | +47.8% | +21.3% |
| YTD | -11.5% | -43.1% | +31.7% | -2.3% |
| 1Y | -20.0% | -46.4% | +26.4% | -7.5% |
| All | -20.0% | -46.4% | +26.3% | -7.5% |
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