+1,107.0%
DIA vs PNR
+869.2%
+237.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 3M | -2.4% | +2.6% | -5.1% | -3.9% |
| 6M | +6.0% | -6.4% | +12.3% | +6.8% |
| YTD | +10.1% | -33.4% | +43.5% | +23.8% |
| 1Y | +11.8% | -35.1% | +46.9% | +26.8% |
| 3Y | +59.7% | +17.1% | +42.6% | +45.3% |
| 5Y | +57.9% | -3.5% | +61.4% | +50.4% |
| 10Y | +236.2% | +100.2% | +136.1% | +141.6% |
| All | +1,107.0% | +869.2% | +237.8% | +385.3% |
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