+161.0%
DAL vs PNR
+15.8%
+145.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.5% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | +12.8% | +31.7% | -18.9% | -5.7% |
| 3M | -5.3% | +2.6% | -7.9% | -7.0% |
| 6M | +22.4% | -6.4% | +28.7% | +25.7% |
| YTD | +25.6% | -33.4% | +59.0% | +62.9% |
| 1Y | +45.5% | -35.1% | +80.6% | +92.7% |
| 3Y | +161.0% | +17.1% | +143.9% | +125.4% |
| All | +161.0% | +15.8% | +145.1% | +125.4% |
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