-31.8%
PNR vs DTE
+5.6%
-37.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +0.9% | +2.3% |
| 7D | +11.9% | +4.2% | +7.7% | +10.1% |
| 30D | +37.1% | +10.0% | +27.2% | +32.5% |
| 3M | +5.7% | -2.1% | +7.8% | +5.8% |
| 6M | -5.7% | -4.7% | -1.0% | -4.5% |
| YTD | -29.8% | +9.3% | -39.1% | -31.2% |
| 1Y | -31.8% | +6.6% | -38.4% | -32.6% |
| All | -31.8% | +5.6% | -37.4% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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