+101.5%
DAL vs PNR
-9.7%
+111.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +0.1% | -2.4% | +2.5% | +1.7% |
| 30D | -13.9% | -12.8% | -1.2% | -5.9% |
| 3M | +1.1% | -17.0% | +18.1% | +12.3% |
| 6M | +26.2% | -37.4% | +63.7% | +71.2% |
| YTD | +16.4% | -41.6% | +58.0% | +64.3% |
| 1Y | +33.9% | -44.6% | +78.5% | +96.9% |
| All | +101.5% | -9.7% | +111.2% | +100.0% |
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 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