+62.8%
PNR vs DRI
+353.8%
-291.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -6.0% | -3.2% | -2.8% | -4.9% |
| 30D | -14.0% | -7.8% | -6.2% | -11.4% |
| 3M | -21.7% | +0.4% | -22.0% | -22.0% |
| 6M | -37.3% | +4.8% | -42.1% | -38.7% |
| YTD | -45.1% | +16.7% | -61.9% | -48.7% |
| 1Y | -49.1% | +1.5% | -50.6% | -50.1% |
| 3Y | -14.8% | +56.3% | -71.1% | -29.9% |
| 5Y | -21.0% | +66.4% | -87.4% | -37.3% |
| All | +62.8% | +353.8% | -291.0% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling