+3,435.9%
PNR vs DTE
+3,444.9%
-8.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | -5.5% | -2.0% | -3.5% | -4.7% |
| 30D | -15.6% | -2.4% | -13.2% | -14.7% |
| 3M | -20.2% | -7.3% | -12.9% | -17.6% |
| 6M | -36.6% | -7.6% | -29.0% | -34.6% |
| YTD | -45.0% | +5.8% | -50.8% | -46.5% |
| 1Y | -47.4% | +2.3% | -49.8% | -48.2% |
| 3Y | -13.7% | +45.0% | -58.7% | -27.4% |
| 5Y | -20.8% | +33.2% | -54.0% | -31.4% |
| 10Y | +65.2% | +141.4% | -76.2% | +9.9% |
| All | +3,435.9% | +3,444.9% | -8.9% | +1,094.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling