-44.6%
PNR vs DD
+41.5%
-86.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | -2.4% | -3.5% | +1.1% | -1.0% |
| 30D | -12.8% | -10.3% | -2.4% | -9.1% |
| 3M | -17.0% | -7.5% | -9.4% | -14.6% |
| 6M | -37.4% | -8.0% | -29.4% | -35.9% |
| YTD | -41.6% | +10.5% | -52.1% | -44.1% |
| 1Y | -44.6% | +38.3% | -82.9% | -51.8% |
| All | -44.6% | +41.5% | -86.1% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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