+132.0%
DPZ vs PEG
+161.7%
-29.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -3.5% | +1.5% | -5.0% | -3.9% |
| 30D | +5.7% | +5.0% | +0.7% | +4.5% |
| 3M | -7.5% | -0.3% | -7.2% | -7.5% |
| 6M | +6.2% | -2.7% | +8.9% | +6.7% |
| YTD | -19.8% | -5.1% | -14.7% | -19.1% |
| 1Y | -18.0% | -8.3% | -9.7% | -16.6% |
| 3Y | -8.8% | +33.0% | -41.8% | -15.6% |
| 5Y | -30.2% | +41.3% | -71.5% | -36.8% |
| 10Y | +132.0% | +164.5% | -32.5% | +81.4% |
| All | +132.0% | +161.7% | -29.7% | +81.4% |
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