-8.4%
DPZ vs PNC
+113.6%
-122.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.2% | +0.8% | +1.3% | +1.9% |
| 30D | +6.7% | +6.5% | +0.2% | +5.0% |
| 3M | -4.5% | -7.3% | +2.8% | -2.8% |
| 6M | +3.3% | +8.5% | -5.2% | +1.2% |
| YTD | -19.4% | +14.5% | -33.9% | -22.8% |
| 1Y | -17.3% | +29.1% | -46.4% | -23.5% |
| 3Y | -8.4% | +113.7% | -122.1% | -25.0% |
| All | -8.4% | +113.6% | -122.0% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling