+132.0%
DPZ vs PNR
+101.4%
+30.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.5% | -3.7% | +0.2% | -2.6% |
| 30D | +5.7% | +33.1% | -27.4% | -2.0% |
| 3M | -7.5% | +3.7% | -11.2% | -8.6% |
| 6M | +6.2% | -7.7% | +13.9% | +7.5% |
| YTD | -19.8% | -32.4% | +12.7% | -12.4% |
| 1Y | -18.0% | -35.0% | +17.0% | -9.6% |
| 3Y | -8.8% | +17.1% | -25.9% | -13.9% |
| 5Y | -30.2% | +0.1% | -30.3% | -33.8% |
| 10Y | +132.0% | +103.2% | +28.8% | +93.3% |
| All | +132.0% | +101.4% | +30.7% | +93.3% |
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