+110.9%
DT vs PNR
+66.9%
+44.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -1.8% |
| 7D | -4.9% | -3.0% | -1.8% | -3.4% |
| 30D | +2.7% | -14.9% | +17.6% | +11.1% |
| 3M | +20.0% | -19.0% | +39.0% | +31.2% |
| 6M | +28.0% | -35.9% | +64.0% | +56.7% |
| YTD | +16.0% | -43.1% | +59.2% | +51.0% |
| 1Y | +0.7% | -46.4% | +47.1% | +35.1% |
| 3Y | +6.2% | -10.8% | +17.0% | +3.2% |
| 5Y | -28.1% | -18.9% | -9.3% | -29.1% |
| All | +110.9% | +66.9% | +44.0% | +41.1% |
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 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