+145.0%
DPZ vs PEG
+171.2%
-26.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.2% |
| 7D | +2.2% | +4.5% | -2.3% | +1.1% |
| 30D | +15.5% | +7.5% | +7.9% | +13.5% |
| 3M | -2.0% | +0.8% | -2.9% | -2.3% |
| 6M | +12.1% | 0.0% | +12.1% | +11.9% |
| YTD | -16.6% | -3.0% | -13.5% | -16.3% |
| 1Y | -14.6% | -4.7% | -9.8% | -13.9% |
| 3Y | -4.1% | +36.5% | -40.6% | -11.9% |
| 5Y | -28.3% | +44.4% | -72.7% | -35.4% |
| All | +145.0% | +171.2% | -26.2% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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