+62.1%
DAL vs PNR
-31.2%
+93.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.3% | +3.9% | +5.8% |
| 7D | +11.1% | +11.9% | -0.8% | +6.3% |
| 30D | +7.7% | +37.1% | -29.4% | -5.2% |
| 3M | -3.5% | +5.7% | -9.2% | -5.3% |
| 6M | +31.3% | -5.7% | +37.0% | +33.6% |
| YTD | +30.0% | -29.8% | +59.8% | +47.2% |
| 1Y | +62.1% | -31.8% | +93.9% | +91.0% |
| All | +62.1% | -31.2% | +93.2% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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