-49.1%
PNR vs DBX
+15.5%
-64.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.3% |
| 7D | -6.0% | +2.1% | -8.1% | -6.1% |
| 30D | -14.0% | +5.7% | -19.7% | -14.0% |
| 3M | -21.7% | +31.8% | -53.5% | -21.3% |
| 6M | -37.3% | +37.5% | -74.7% | -36.2% |
| YTD | -45.1% | +27.9% | -73.0% | -44.2% |
| 1Y | -49.1% | +15.0% | -64.2% | -48.2% |
| All | -49.1% | +15.5% | -64.7% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling