+5,542.7%
DPZ vs PNC
+719.7%
+4,823.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -2.0% |
| 7D | +6.6% | -1.1% | +7.6% | +6.9% |
| 30D | +10.3% | +4.5% | +5.8% | +8.8% |
| 3M | -6.2% | -10.0% | +3.9% | -2.9% |
| 6M | +4.2% | +3.1% | +1.2% | +3.0% |
| YTD | -18.4% | +11.5% | -29.9% | -21.8% |
| 1Y | -14.9% | +27.3% | -42.2% | -21.9% |
| 3Y | -4.6% | +106.4% | -111.0% | -26.3% |
| 5Y | -27.4% | +31.1% | -58.5% | -36.4% |
| 10Y | +125.9% | +231.3% | -105.4% | +29.4% |
| All | +5,542.7% | +719.7% | +4,823.0% | +2,017.1% |
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