+44.3%
PNR vs DBX
+19.3%
+25.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -2.4% |
| 7D | -3.9% | +0.3% | -4.1% | -4.0% |
| 30D | -13.8% | 0.0% | -13.8% | -13.9% |
| 3M | -22.5% | +26.1% | -48.6% | -27.2% |
| 6M | -37.2% | +29.4% | -66.5% | -41.8% |
| YTD | -44.2% | +24.4% | -68.6% | -47.9% |
| 1Y | -46.6% | +10.9% | -57.5% | -48.8% |
| 3Y | -12.5% | +24.1% | -36.6% | -20.6% |
| 5Y | -19.3% | +7.8% | -27.1% | -26.3% |
| All | +44.3% | +19.3% | +25.1% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling