+1,436.5%
PNR vs DAR
+1,762.6%
-326.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -2.4% | +1.4% | -3.7% | -2.5% |
| 30D | -12.8% | +12.8% | -25.5% | -13.8% |
| 3M | -17.0% | +7.4% | -24.4% | -17.7% |
| 6M | -37.4% | +22.3% | -59.7% | -38.8% |
| YTD | -41.6% | +81.1% | -122.7% | -44.9% |
| 1Y | -44.6% | +106.5% | -151.1% | -48.5% |
| 3Y | -12.1% | +5.3% | -17.4% | -14.1% |
| 5Y | -17.4% | -11.5% | -5.8% | -18.6% |
| 10Y | +64.0% | +353.3% | -289.3% | +40.9% |
| All | +1,436.5% | +1,762.6% | -326.0% | +1,213.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling