+176.5%
DLR vs PNR
+66.2%
+110.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +0.1% | -6.0% | +6.1% | +2.3% |
| 30D | -4.3% | -14.0% | +9.7% | +0.8% |
| 3M | +3.8% | -21.7% | +25.5% | +11.9% |
| 6M | +5.8% | -37.3% | +43.1% | +23.4% |
| YTD | +23.5% | -45.1% | +68.7% | +50.7% |
| 1Y | +11.1% | -49.1% | +60.2% | +39.2% |
| 3Y | +57.9% | -14.8% | +72.7% | +59.7% |
| 5Y | +44.0% | -21.0% | +65.0% | +43.6% |
| All | +176.5% | +66.2% | +110.3% | +107.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling