-19.3%
PNR vs DRI
+68.4%
-87.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.2% |
| 7D | -3.9% | -4.8% | +0.9% | -2.0% |
| 30D | -13.8% | -3.9% | -9.9% | -12.6% |
| 3M | -22.5% | +5.1% | -27.6% | -24.3% |
| 6M | -37.2% | +5.5% | -42.7% | -38.9% |
| YTD | -44.2% | +16.5% | -60.7% | -48.2% |
| 1Y | -46.6% | +2.0% | -48.6% | -47.8% |
| 3Y | -12.5% | +54.5% | -67.0% | -29.8% |
| 5Y | -19.3% | +66.6% | -85.9% | -38.7% |
| All | -19.3% | +68.4% | -87.8% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling