+145.0%
DPZ vs PNR
+99.2%
+45.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | +2.2% | +0.3% | +2.0% | +2.1% |
| 30D | +15.5% | +31.7% | -16.2% | +7.4% |
| 3M | -2.0% | +2.6% | -4.6% | -2.9% |
| 6M | +12.1% | -6.4% | +18.5% | +13.1% |
| YTD | -16.6% | -33.4% | +16.9% | -8.6% |
| 1Y | -14.6% | -35.1% | +20.5% | -5.8% |
| 3Y | -4.1% | +17.1% | -21.2% | -9.5% |
| 5Y | -28.3% | -3.5% | -24.8% | -31.5% |
| All | +145.0% | +99.2% | +45.8% | +104.6% |
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 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