+57.9%
DIA vs PNR
-3.8%
+61.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.1% | +0.3% | +1.9% | +2.0% |
| 30D | +1.5% | +31.7% | -30.2% | -7.2% |
| 3M | -2.4% | +2.6% | -5.1% | -3.5% |
| 6M | +6.0% | -6.4% | +12.3% | +7.0% |
| YTD | +10.1% | -33.4% | +43.5% | +24.3% |
| 1Y | +11.8% | -35.1% | +46.9% | +27.3% |
| 3Y | +59.7% | +17.1% | +42.6% | +44.6% |
| All | +57.9% | -3.8% | +61.7% | +48.4% |
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 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