+25.3%
DG vs PNR
-43.1%
+68.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +8.4% | -2.4% | +10.8% | +9.0% |
| 30D | +4.9% | -12.8% | +17.7% | +8.1% |
| 3M | +29.3% | -17.0% | +46.3% | +33.5% |
| 6M | -11.3% | -37.4% | +26.2% | -3.9% |
| YTD | +1.8% | -41.6% | +43.4% | +10.2% |
| 1Y | +25.3% | -44.6% | +70.0% | +38.4% |
| All | +25.3% | -43.1% | +68.4% | +38.4% |
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 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