-44.6%
PNR vs DRI
+6.9%
-51.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -2.4% | +0.6% | -2.9% | -2.5% |
| 30D | -12.8% | +3.8% | -16.6% | -13.5% |
| 3M | -17.0% | +13.0% | -30.0% | -19.1% |
| 6M | -37.4% | +8.3% | -45.7% | -38.7% |
| YTD | -41.6% | +20.6% | -62.2% | -43.7% |
| 1Y | -44.6% | +6.5% | -51.1% | -47.7% |
| All | -44.6% | +6.9% | -51.6% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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