+358.3%
DELL vs PNR
-47.6%
+405.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.3% | +12.2% | +12.1% |
| 7D | +8.2% | -6.0% | +14.3% | +10.3% |
| 30D | +17.1% | -14.0% | +31.1% | +22.8% |
| 3M | +45.2% | -21.7% | +66.9% | +57.5% |
| 6M | +286.8% | -37.3% | +324.0% | +368.4% |
| YTD | +354.8% | -45.1% | +399.9% | +484.5% |
| 1Y | +358.3% | -49.1% | +407.4% | +527.4% |
| All | +358.3% | -47.6% | +405.8% | +527.4% |
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 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