+1,145.9%
DELL vs PNR
-21.7%
+1,167.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.3% | +12.2% | +12.1% |
| 7D | +8.2% | -6.0% | +14.3% | +11.8% |
| 30D | +17.1% | -14.0% | +31.1% | +26.5% |
| 3M | +45.2% | -21.7% | +66.9% | +63.1% |
| 6M | +286.8% | -37.3% | +324.0% | +392.4% |
| YTD | +354.8% | -45.1% | +399.9% | +523.9% |
| 1Y | +358.3% | -49.1% | +407.4% | +558.2% |
| 3Y | +724.9% | -14.8% | +739.7% | +779.0% |
| All | +1,145.9% | -21.7% | +1,167.6% | +1,156.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling