+98.5%
PNR vs DAR
+311.7%
-213.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +0.3% | +11.6% | -11.3% | -3.0% |
| 30D | +31.7% | -10.2% | +42.0% | +35.5% |
| 3M | +2.6% | -14.8% | +17.5% | +6.8% |
| 6M | -6.4% | -10.1% | +3.7% | -4.8% |
| YTD | -33.4% | +55.5% | -89.0% | -43.8% |
| 1Y | -35.1% | +61.7% | -96.7% | -46.0% |
| 3Y | +17.1% | +37.2% | -20.1% | -2.5% |
| 5Y | -3.5% | -26.9% | +23.4% | -3.6% |
| All | +98.5% | +311.7% | -213.2% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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