+14,263.1%
DE vs PNR
+3,485.2%
+10,778.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | -3.0% | -3.9% | +0.8% | -1.4% |
| 30D | +11.1% | -13.8% | +25.0% | +18.0% |
| 3M | +17.6% | -22.5% | +40.1% | +29.3% |
| 6M | +13.6% | -37.2% | +50.7% | +35.7% |
| YTD | +46.3% | -44.2% | +90.5% | +82.8% |
| 1Y | +44.2% | -46.6% | +90.8% | +83.3% |
| 3Y | +76.6% | -12.5% | +89.1% | +79.7% |
| 5Y | +98.2% | -19.3% | +117.6% | +103.3% |
| 10Y | +863.5% | +67.5% | +796.0% | +621.6% |
| All | +14,263.1% | +3,485.2% | +10,778.0% | +5,404.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling