+5,471.5%
DPZ vs PNR
+382.8%
+5,088.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +6.7% | +33.4% | -26.7% | -4.9% |
| 3M | -4.5% | +4.9% | -9.4% | -6.8% |
| 6M | +3.3% | -8.5% | +11.8% | +5.4% |
| YTD | -19.4% | -32.1% | +12.7% | -8.6% |
| 1Y | -17.3% | -35.0% | +17.7% | -4.6% |
| 3Y | -8.4% | +17.6% | -26.0% | -17.8% |
| 5Y | -28.2% | +0.9% | -29.1% | -33.2% |
| 10Y | +130.9% | +101.4% | +29.5% | +47.4% |
| All | +5,471.5% | +382.8% | +5,088.7% | +1,794.9% |
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