+29.2%
DAL vs PNR
-46.4%
+75.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.4% |
| 7D | +3.4% | -3.0% | +6.4% | +4.7% |
| 30D | -13.6% | -14.9% | +1.4% | -7.6% |
| 3M | +1.2% | -19.0% | +20.2% | +9.0% |
| 6M | +34.5% | -35.9% | +70.4% | +59.0% |
| YTD | +14.7% | -43.1% | +57.8% | +40.5% |
| 1Y | +29.2% | -46.4% | +75.6% | +60.7% |
| All | +29.2% | -46.4% | +75.6% | +60.7% |
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