+62.8%
PNR vs DGX
+255.3%
-192.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -1.0% |
| 7D | -6.0% | -0.9% | -5.1% | -5.7% |
| 30D | -14.0% | -1.2% | -12.8% | -13.6% |
| 3M | -21.7% | +15.8% | -37.5% | -26.6% |
| 6M | -37.3% | +18.2% | -55.4% | -41.8% |
| YTD | -45.1% | +37.2% | -82.3% | -52.4% |
| 1Y | -49.1% | +30.4% | -79.5% | -55.0% |
| 3Y | -14.8% | +96.7% | -111.5% | -38.8% |
| 5Y | -21.0% | +67.2% | -88.2% | -39.5% |
| All | +62.8% | +255.3% | -192.5% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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