+143.3%
DELL vs PNR
-31.2%
+174.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.3% | -12.1% | -9.5% |
| 7D | -24.6% | +11.9% | -36.5% | -26.8% |
| 30D | -32.5% | +37.1% | -69.6% | -38.4% |
| 3M | -20.2% | +5.7% | -25.9% | -21.1% |
| 6M | +76.5% | -5.7% | +82.2% | +83.3% |
| YTD | +198.9% | -29.8% | +228.7% | +254.3% |
| 1Y | +143.3% | -31.8% | +175.1% | +195.0% |
| All | +143.3% | -31.2% | +174.5% | +195.0% |
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 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