+556.0%
DG vs PNR
+278.0%
+278.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.4% |
| 7D | -2.5% | -3.0% | +0.6% | -1.8% |
| 30D | +1.0% | -14.9% | +15.9% | +4.7% |
| 3M | +20.3% | -19.0% | +39.4% | +25.6% |
| 6M | -11.7% | -35.9% | +24.2% | -3.1% |
| YTD | -2.3% | -43.1% | +40.8% | +9.8% |
| 1Y | +20.0% | -46.4% | +66.4% | +36.5% |
| 3Y | +7.2% | -10.8% | +18.1% | +6.0% |
| 5Y | -37.9% | -18.9% | -19.1% | -38.5% |
| 10Y | +107.3% | +64.4% | +42.9% | +68.2% |
| All | +556.0% | +278.0% | +278.0% | +300.2% |
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