+5,622.1%
DPZ vs PNC
+785.1%
+4,837.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.5% | +1.4% | -3.9% | -3.0% |
| 30D | -7.0% | -3.8% | -3.1% | -5.8% |
| 3M | +11.6% | +9.0% | +2.6% | +8.5% |
| 6M | -15.2% | +16.6% | -31.8% | -19.5% |
| YTD | -17.2% | +20.4% | -37.7% | -22.6% |
| 1Y | -24.8% | +22.3% | -47.2% | -30.2% |
| 3Y | -8.7% | +124.5% | -133.2% | -31.5% |
| 5Y | -28.9% | +54.1% | -83.0% | -41.0% |
| 10Y | +153.6% | +276.3% | -122.6% | +39.1% |
| All | +5,622.1% | +785.1% | +4,837.0% | +1,994.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling