-28.3%
APTV vs DPZ
+140.2%
-168.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -1.0% |
| 7D | -1.7% | +2.2% | -4.0% | -2.4% |
| 30D | -11.6% | +15.5% | -27.1% | -15.5% |
| 3M | -21.2% | -2.0% | -19.2% | -20.9% |
| 6M | -28.5% | +12.1% | -40.7% | -31.9% |
| YTD | -49.1% | -16.6% | -32.5% | -46.8% |
| 1Y | -52.2% | -14.6% | -37.6% | -50.4% |
| 3Y | -48.6% | -4.1% | -44.5% | -49.9% |
| 5Y | -77.3% | -28.3% | -49.0% | -76.2% |
| All | -28.3% | +140.2% | -168.6% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling