+121.1%
DPZ vs PEG
+155.4%
-34.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.4% | -0.8% |
| 7D | +3.7% | +0.9% | +2.8% | +3.4% |
| 30D | +8.0% | +3.8% | +4.2% | +7.0% |
| 3M | -4.2% | +0.1% | -4.3% | -4.3% |
| 6M | +4.6% | -1.0% | +5.6% | +4.6% |
| YTD | -18.4% | -4.1% | -14.3% | -17.9% |
| 1Y | -16.8% | -6.9% | -9.9% | -15.7% |
| 3Y | -5.0% | +35.6% | -40.7% | -12.6% |
| 5Y | -27.8% | +42.8% | -70.6% | -34.9% |
| 10Y | +121.1% | +160.2% | -39.1% | +66.9% |
| All | +121.1% | +155.4% | -34.4% | +66.9% |
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