-26.7%
DT vs PNR
-21.1%
-5.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.3% |
| 7D | -2.5% | -5.5% | +2.9% | +0.3% |
| 30D | +3.5% | -15.6% | +19.1% | +12.8% |
| 3M | +26.7% | -20.2% | +46.9% | +39.9% |
| 6M | +36.1% | -36.6% | +72.8% | +68.8% |
| YTD | +18.6% | -45.0% | +63.6% | +59.5% |
| 1Y | +7.9% | -47.4% | +55.3% | +48.9% |
| 3Y | +8.6% | -13.7% | +22.3% | +2.4% |
| 5Y | -26.7% | -20.8% | -5.9% | -25.1% |
| All | -26.7% | -21.1% | -5.6% | -25.1% |
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