+7.4%
DASH vs PNR
-17.2%
+24.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.8% |
| 7D | -10.6% | -2.4% | -8.2% | -9.1% |
| 30D | +2.2% | -12.8% | +14.9% | +11.8% |
| 3M | +32.3% | -17.0% | +49.3% | +47.1% |
| 6M | +19.1% | -37.4% | +56.5% | +61.1% |
| YTD | -6.5% | -41.6% | +35.1% | +31.3% |
| 1Y | -14.9% | -44.6% | +29.7% | +24.3% |
| 3Y | +151.9% | -12.1% | +164.1% | +132.6% |
| All | +7.4% | -17.2% | +24.6% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling