+4,782.6%
DELL vs PNR
+51.1%
+4,731.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +1.2% |
| 7D | +8.7% | -3.9% | +12.6% | +11.0% |
| 30D | +16.9% | -13.8% | +30.7% | +25.9% |
| 3M | +40.4% | -22.5% | +63.0% | +58.5% |
| 6M | +267.1% | -37.2% | +304.2% | +362.4% |
| YTD | +329.1% | -44.2% | +373.3% | +474.9% |
| 1Y | +346.9% | -46.6% | +393.6% | +513.6% |
| 3Y | +696.6% | -12.5% | +709.1% | +729.5% |
| 5Y | +1,106.2% | -19.3% | +1,125.5% | +1,173.1% |
| 10Y | +4,177.7% | +67.5% | +4,110.3% | +2,918.6% |
| All | +4,782.6% | +51.1% | +4,731.4% | +3,474.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling