+128.1%
DAL vs PNR
+119.7%
+8.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.1% | +2.2% | +3.1% |
| 7D | +10.0% | -0.5% | +10.6% | +10.6% |
| 30D | +12.0% | +34.4% | -22.4% | -10.1% |
| 3M | +0.8% | +2.4% | -1.6% | -1.8% |
| 6M | +26.2% | -7.8% | +34.0% | +30.5% |
| YTD | +33.7% | -31.6% | +65.3% | +69.8% |
| 1Y | +57.6% | -33.6% | +91.2% | +105.0% |
| 3Y | +183.5% | +19.9% | +163.5% | +134.3% |
| 5Y | +114.2% | +0.8% | +113.4% | +96.9% |
| 10Y | +128.1% | +113.4% | +14.7% | +8.1% |
| All | +128.1% | +119.7% | +8.5% | +8.1% |
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