+43.4%
DLTR vs PNR
+66.2%
-22.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -10.1% | -6.0% | -4.1% | -8.0% |
| 30D | -8.1% | -14.0% | +5.9% | -3.1% |
| 3M | +2.9% | -21.7% | +24.5% | +11.1% |
| 6M | +4.3% | -37.3% | +41.6% | +21.7% |
| YTD | -3.9% | -45.1% | +41.2% | +17.1% |
| 1Y | +18.9% | -49.1% | +68.0% | +49.1% |
| 3Y | +1.9% | -14.8% | +16.8% | +3.7% |
| 5Y | +31.0% | -21.0% | +52.0% | +33.7% |
| All | +43.4% | +66.2% | -22.7% | +12.1% |
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