+5,666.8%
DPZ vs PNR
+383.8%
+5,283.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.5% |
| 7D | +9.5% | +6.0% | +3.5% | +7.1% |
| 30D | +12.8% | +32.4% | -19.6% | +0.8% |
| 3M | -6.2% | +1.6% | -7.8% | -7.4% |
| 6M | +4.3% | -9.5% | +13.8% | +6.8% |
| YTD | -16.6% | -32.0% | +15.4% | -5.5% |
| 1Y | -12.8% | -34.4% | +21.6% | +0.1% |
| 3Y | -0.8% | +17.4% | -18.2% | -10.9% |
| 5Y | -25.8% | +0.5% | -26.3% | -30.8% |
| 10Y | +130.9% | +122.2% | +8.7% | +40.3% |
| All | +5,666.8% | +383.8% | +5,283.0% | +1,860.2% |
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