-7.0%
DASH vs PNR
-2.8%
-4.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +1.4% |
| 7D | +0.4% | +2.8% | -2.4% | -1.1% |
| 30D | -6.0% | +31.2% | -37.2% | -21.9% |
| 3M | -15.8% | -2.1% | -13.7% | -14.8% |
| 6M | +7.0% | -14.0% | +20.9% | +16.6% |
| YTD | -20.7% | -33.6% | +12.9% | +2.2% |
| 1Y | -8.5% | -35.2% | +26.6% | +19.6% |
| 3Y | +101.8% | +15.8% | +86.0% | +46.3% |
| All | -7.0% | -2.8% | -4.2% | -29.4% |
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