+99.6%
DE vs PNR
-21.7%
+121.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | -2.6% | -6.0% | +3.5% | -0.3% |
| 30D | +9.0% | -14.0% | +23.0% | +15.0% |
| 3M | +19.1% | -21.7% | +40.8% | +29.0% |
| 6M | +14.4% | -37.3% | +51.7% | +34.6% |
| YTD | +45.9% | -45.1% | +91.1% | +80.2% |
| 1Y | +43.6% | -49.1% | +92.7% | +82.7% |
| 3Y | +75.9% | -14.8% | +90.7% | +79.9% |
| All | +99.6% | -21.7% | +121.3% | +105.5% |
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 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