-14.5%
DPZ vs PNR
-31.2%
+16.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.3% | +2.1% | +4.7% |
| 7D | +10.1% | +11.9% | -1.8% | +7.6% |
| 30D | +14.6% | +37.1% | -22.5% | +7.2% |
| 3M | -6.8% | +5.7% | -12.5% | -7.6% |
| 6M | +4.4% | -5.7% | +10.1% | +4.8% |
| YTD | -16.8% | -29.8% | +13.0% | -10.5% |
| 1Y | -14.5% | -31.8% | +17.3% | -6.6% |
| All | -14.5% | -31.2% | +16.7% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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