+3,485.2%
PNR vs DD
+932.3%
+2,552.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -0.8% |
| 7D | -3.9% | -3.8% | -0.1% | -2.3% |
| 30D | -13.8% | -9.2% | -4.6% | -10.3% |
| 3M | -22.5% | -9.0% | -13.5% | -19.6% |
| 6M | -37.2% | -5.0% | -32.2% | -36.2% |
| YTD | -44.2% | +7.4% | -51.6% | -46.3% |
| 1Y | -46.6% | +35.1% | -81.8% | -53.5% |
| 3Y | -12.5% | +43.2% | -55.7% | -26.8% |
| 5Y | -19.3% | +59.6% | -79.0% | -36.0% |
| 10Y | +67.5% | +66.5% | +1.0% | +24.8% |
| All | +3,485.2% | +932.3% | +2,552.9% | +1,479.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling