+121.1%
DPZ vs PNR
+119.7%
+1.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.8% |
| 7D | +3.7% | -0.5% | +4.2% | +3.8% |
| 30D | +8.0% | +34.4% | -26.4% | 0.0% |
| 3M | -4.2% | +2.4% | -6.6% | -5.0% |
| 6M | +4.6% | -7.8% | +12.4% | +5.9% |
| YTD | -18.4% | -31.6% | +13.2% | -11.4% |
| 1Y | -16.8% | -33.6% | +16.9% | -8.9% |
| 3Y | -5.0% | +19.9% | -25.0% | -10.7% |
| 5Y | -27.8% | +0.8% | -28.6% | -31.6% |
| 10Y | +121.1% | +113.4% | +7.6% | +92.1% |
| All | +121.1% | +119.7% | +1.4% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling