-14.8%
PNR vs DTE
+43.4%
-58.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | -6.0% | -2.6% | -3.5% | -5.1% |
| 30D | -14.0% | -4.4% | -9.6% | -12.5% |
| 3M | -21.7% | -8.3% | -13.4% | -18.8% |
| 6M | -37.3% | -8.1% | -29.2% | -35.2% |
| YTD | -45.1% | +4.4% | -49.6% | -46.2% |
| 1Y | -49.1% | +0.2% | -49.3% | -49.4% |
| 3Y | -14.8% | +42.6% | -57.4% | -28.1% |
| All | -14.8% | +43.4% | -58.3% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling