+98.2%
DG vs PNR
+66.2%
+32.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -6.5% | -6.0% | -0.4% | -5.1% |
| 30D | +4.2% | -14.0% | +18.1% | +7.7% |
| 3M | +9.5% | -21.7% | +31.2% | +15.2% |
| 6M | -13.1% | -37.3% | +24.1% | -4.2% |
| YTD | -4.8% | -45.1% | +40.3% | +7.7% |
| 1Y | +20.6% | -49.1% | +69.7% | +38.8% |
| 3Y | +4.9% | -14.8% | +19.8% | +4.2% |
| 5Y | -37.9% | -21.0% | -16.9% | -38.6% |
| All | +98.2% | +66.2% | +32.0% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling