+173.8%
DAL vs PNR
+14.7%
+159.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.5% | +3.6% |
| 7D | +8.8% | +2.8% | +6.0% | +7.0% |
| 30D | +5.4% | +31.2% | -25.8% | -11.7% |
| 3M | -4.9% | -2.1% | -2.9% | -3.8% |
| 6M | +19.8% | -14.0% | +33.8% | +30.7% |
| YTD | +27.0% | -33.6% | +60.6% | +64.8% |
| 1Y | +52.5% | -35.2% | +87.6% | +101.9% |
| 3Y | +173.8% | +15.8% | +158.0% | +137.6% |
| All | +173.8% | +14.7% | +159.1% | +137.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling