+126.4%
DAL vs PNR
+62.2%
+64.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | +0.4% |
| 7D | +3.4% | -3.0% | +6.4% | +5.7% |
| 30D | -13.6% | -14.9% | +1.4% | -3.1% |
| 3M | +1.2% | -19.0% | +20.2% | +15.7% |
| 6M | +34.5% | -35.9% | +70.4% | +81.5% |
| YTD | +14.7% | -43.1% | +57.8% | +67.4% |
| 1Y | +29.2% | -46.4% | +75.6% | +97.1% |
| 3Y | +100.0% | -10.8% | +110.8% | +106.7% |
| 5Y | +106.3% | -18.9% | +125.2% | +122.9% |
| 10Y | +126.4% | +64.4% | +62.0% | +28.8% |
| All | +126.4% | +62.2% | +64.2% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling