-28.8%
DPZ vs PEG
+35.8%
-64.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.5% | +0.7% | -3.2% | -2.7% |
| 30D | -7.0% | -2.4% | -4.5% | -6.4% |
| 3M | +11.6% | -4.8% | +16.4% | +13.0% |
| 6M | -15.2% | -10.7% | -4.5% | -12.7% |
| YTD | -17.2% | -6.7% | -10.6% | -16.0% |
| 1Y | -24.8% | -6.8% | -18.0% | -23.8% |
| 3Y | -8.7% | +34.5% | -43.2% | -17.3% |
| All | -28.8% | +35.8% | -64.7% | -36.0% |
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 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