+1,115.2%
DIA vs PNR
+727.8%
+387.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.2% |
| 7D | +0.1% | -3.0% | +3.1% | +1.1% |
| 30D | -2.1% | -14.9% | +12.8% | +3.4% |
| 3M | +4.2% | -19.0% | +23.2% | +10.9% |
| 6M | +11.9% | -35.9% | +47.8% | +28.7% |
| YTD | +10.8% | -43.1% | +54.0% | +32.3% |
| 1Y | +17.5% | -46.4% | +63.9% | +43.0% |
| 3Y | +59.9% | -10.8% | +70.8% | +60.4% |
| 5Y | +64.1% | -18.9% | +83.0% | +66.6% |
| 10Y | +246.2% | +64.4% | +181.8% | +166.8% |
| All | +1,115.2% | +727.8% | +387.4% | +418.5% |
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