+5,622.1%
DPZ vs PNR
+315.5%
+5,306.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.5% | -2.4% | -0.2% | -1.7% |
| 30D | -7.0% | -12.8% | +5.8% | -2.1% |
| 3M | +11.6% | -17.0% | +28.6% | +18.8% |
| 6M | -15.2% | -37.4% | +22.2% | +0.1% |
| YTD | -17.2% | -41.6% | +24.4% | -0.1% |
| 1Y | -24.8% | -44.6% | +19.8% | -7.4% |
| 3Y | -8.7% | -12.1% | +3.5% | -7.9% |
| 5Y | -28.9% | -17.4% | -11.5% | -28.3% |
| 10Y | +153.6% | +64.0% | +89.6% | +76.1% |
| All | +5,622.1% | +315.5% | +5,306.7% | +1,972.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling