-25.8%
DPZ vs PEG
+36.2%
-62.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +9.5% | -0.7% | +10.2% | +9.7% |
| 30D | +12.8% | +1.9% | +10.9% | +12.2% |
| 3M | -6.2% | -2.3% | -3.9% | -5.7% |
| 6M | +4.3% | -6.7% | +10.9% | +6.0% |
| YTD | -16.6% | -6.6% | -10.0% | -15.4% |
| 1Y | -12.8% | -5.3% | -7.5% | -12.0% |
| 3Y | -0.8% | +26.8% | -27.7% | -9.0% |
| 5Y | -25.8% | +34.7% | -60.5% | -34.7% |
| All | -25.8% | +36.2% | -62.0% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling