+3,617.4%
DLR vs PNR
+247.4%
+3,370.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.8% |
| 7D | +3.4% | -3.0% | +6.4% | +4.8% |
| 30D | -2.2% | -14.9% | +12.7% | +4.8% |
| 3M | +4.7% | -19.0% | +23.8% | +13.3% |
| 6M | +9.0% | -35.9% | +44.9% | +30.3% |
| YTD | +24.1% | -43.1% | +67.3% | +55.7% |
| 1Y | +20.9% | -46.4% | +67.3% | +55.4% |
| 3Y | +60.0% | -10.8% | +70.9% | +58.9% |
| 5Y | +35.3% | -18.9% | +54.1% | +37.3% |
| 10Y | +165.8% | +64.4% | +101.3% | +77.1% |
| All | +3,617.4% | +247.4% | +3,370.0% | +1,127.7% |
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