-16.2%
DPZ vs PNC
+29.7%
-45.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.9% |
| 3M | -4.2% | -7.6% | +3.4% | -3.5% |
| 6M | +4.6% | +8.5% | -3.9% | +4.5% |
| YTD | -18.4% | +14.5% | -32.9% | -21.5% |
| All | -16.2% | +29.7% | -45.9% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling