+132.0%
DPZ vs PNC
+206.2%
-74.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.5% | -0.6% | -2.9% | -3.4% |
| 30D | +5.7% | +5.8% | -0.1% | +4.6% |
| 3M | -7.5% | -7.9% | +0.4% | -6.0% |
| 6M | +6.2% | +10.0% | -3.8% | +4.2% |
| YTD | -19.8% | +14.8% | -34.6% | -22.2% |
| 1Y | -18.0% | +29.7% | -47.6% | -22.3% |
| 3Y | -8.8% | +114.4% | -123.2% | -21.5% |
| 5Y | -30.2% | +36.0% | -66.2% | -36.1% |
| 10Y | +132.0% | +204.7% | -72.7% | +91.8% |
| All | +132.0% | +206.2% | -74.2% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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