-47.4%
PNR vs DRI
+1.2%
-48.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -5.5% | -4.8% | -0.7% | -4.6% |
| 30D | -15.6% | -5.2% | -10.4% | -14.8% |
| 3M | -20.2% | +2.7% | -22.9% | -20.9% |
| 6M | -36.6% | +3.6% | -40.2% | -37.4% |
| YTD | -45.0% | +15.4% | -60.4% | -46.5% |
| 1Y | -47.4% | +1.3% | -48.7% | -50.0% |
| All | -47.4% | +1.2% | -48.7% | -50.0% |
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