-13.4%
PNR vs DAR
+9.6%
-23.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | -13.8% | +7.4% | -21.3% | -15.2% |
| 3M | -22.5% | +15.7% | -38.2% | -25.1% |
| 6M | -37.2% | +30.0% | -67.2% | -41.2% |
| YTD | -44.2% | +87.5% | -131.7% | -52.2% |
| 1Y | -46.6% | +113.4% | -160.0% | -55.9% |
| All | -13.4% | +9.6% | -23.0% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling