+62.8%
PNR vs DD
+66.6%
-3.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -6.0% | -3.5% | -2.5% | -4.2% |
| 30D | -14.0% | -11.7% | -2.3% | -8.1% |
| 3M | -21.7% | -9.2% | -12.5% | -17.8% |
| 6M | -37.3% | -7.2% | -30.1% | -35.3% |
| YTD | -45.1% | +6.6% | -51.7% | -47.8% |
| 1Y | -49.1% | +32.0% | -81.1% | -57.2% |
| 3Y | -14.8% | +42.1% | -57.0% | -33.0% |
| 5Y | -21.0% | +58.1% | -79.1% | -42.5% |
| All | +62.8% | +66.6% | -3.7% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling