-14.9%
DPZ vs PNR
-36.0%
+21.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.6% |
| 7D | +6.6% | +2.8% | +3.7% | +6.0% |
| 30D | +10.3% | +31.2% | -20.9% | +4.1% |
| 3M | -6.2% | -2.1% | -4.1% | -5.5% |
| 6M | +4.2% | -14.0% | +18.2% | +6.7% |
| YTD | -18.4% | -33.6% | +15.2% | -11.0% |
| 1Y | -14.9% | -35.2% | +20.2% | -5.8% |
| All | -14.9% | -36.0% | +21.1% | -5.8% |
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