-14.6%
DPZ vs PNR
-35.8%
+21.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.8% |
| 3M | -2.0% | +2.6% | -4.6% | -2.4% |
| 6M | +12.1% | -6.4% | +18.5% | +12.9% |
| YTD | -16.6% | -33.4% | +16.9% | -8.8% |
| 1Y | -14.6% | -35.1% | +20.5% | -5.4% |
| All | -14.6% | -35.8% | +21.2% | -5.4% |
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