-20.3%
PNR vs DTE
+30.3%
-50.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | -6.0% | -2.6% | -3.5% | -4.9% |
| 30D | -14.0% | -4.4% | -9.6% | -12.2% |
| 3M | -21.7% | -8.3% | -13.4% | -18.5% |
| 6M | -37.3% | -8.1% | -29.2% | -34.9% |
| YTD | -45.1% | +4.4% | -49.6% | -46.5% |
| 1Y | -49.1% | +0.2% | -49.3% | -49.5% |
| 3Y | -14.8% | +42.6% | -57.4% | -30.0% |
| All | -20.3% | +30.3% | -50.6% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling