-20.8%
PNR vs DD
+57.4%
-78.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -5.5% | -2.9% | -2.6% | -4.0% |
| 30D | -15.6% | -11.5% | -4.1% | -10.1% |
| 3M | -20.2% | -5.4% | -14.8% | -18.2% |
| 6M | -36.6% | -6.9% | -29.7% | -34.8% |
| YTD | -45.0% | +6.9% | -51.9% | -47.7% |
| 1Y | -47.4% | +35.6% | -83.1% | -56.4% |
| 3Y | -13.7% | +42.5% | -56.2% | -32.3% |
| 5Y | -20.8% | +58.5% | -79.3% | -42.3% |
| All | -20.8% | +57.4% | -78.2% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling