-14.9%
DPZ vs PEG
-6.5%
-8.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | +6.6% | -2.3% | +8.8% | +7.0% |
| 30D | +10.3% | +1.2% | +9.1% | +10.0% |
| 3M | -6.2% | -2.4% | -3.8% | -6.2% |
| 6M | +4.2% | -6.9% | +11.1% | +4.9% |
| YTD | -18.4% | -7.2% | -11.2% | -18.1% |
| 1Y | -14.9% | -8.9% | -6.1% | -14.2% |
| All | -14.9% | -6.5% | -8.5% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling