+121.1%
DPZ vs PNC
+227.4%
-106.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.7% | -0.5% |
| 7D | +3.7% | -0.2% | +3.8% | +3.7% |
| 30D | +8.0% | +6.5% | +1.5% | +6.8% |
| 3M | -4.2% | -7.6% | +3.4% | -2.8% |
| 6M | +4.6% | +8.5% | -3.9% | +2.9% |
| YTD | -18.4% | +14.5% | -32.9% | -20.7% |
| 1Y | -16.8% | +29.7% | -46.5% | -21.1% |
| 3Y | -5.0% | +115.7% | -120.7% | -18.1% |
| 5Y | -27.8% | +34.6% | -62.4% | -33.8% |
| 10Y | +121.1% | +217.8% | -96.8% | +104.4% |
| All | +121.1% | +227.4% | -106.3% | +104.4% |
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