-4.1%
DPZ vs PEG
+36.1%
-40.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.2% |
| 7D | +2.2% | +4.5% | -2.3% | +1.2% |
| 30D | +15.5% | +7.5% | +7.9% | +13.5% |
| 3M | -2.0% | +0.8% | -2.9% | -2.4% |
| 6M | +12.1% | 0.0% | +12.1% | +11.9% |
| YTD | -16.6% | -3.0% | -13.5% | -16.4% |
| 1Y | -14.6% | -4.7% | -9.8% | -14.0% |
| 3Y | -4.1% | +36.5% | -40.6% | -6.0% |
| All | -4.1% | +36.1% | -40.3% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling