+32.4%
DLTR vs PNR
-21.7%
+54.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.2% |
| 6M | +4.3% | -37.3% | +41.6% | +22.1% |
| YTD | -3.9% | -45.1% | +41.2% | +17.8% |
| 1Y | +18.9% | -49.1% | +68.0% | +50.2% |
| 3Y | +1.9% | -14.8% | +16.8% | +2.3% |
| All | +32.4% | -21.7% | +54.1% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling