+5,622.1%
DPZ vs PEG
+754.4%
+4,867.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.5% | +0.7% | -3.2% | -2.8% |
| 30D | -7.0% | -2.4% | -4.5% | -6.2% |
| 3M | +11.6% | -4.8% | +16.4% | +13.5% |
| 6M | -15.2% | -10.7% | -4.5% | -11.9% |
| YTD | -17.2% | -6.7% | -10.6% | -15.6% |
| 1Y | -24.8% | -6.8% | -18.0% | -23.4% |
| 3Y | -8.7% | +34.5% | -43.2% | -20.1% |
| 5Y | -28.9% | +35.8% | -64.7% | -38.8% |
| 10Y | +153.6% | +141.7% | +11.9% | +62.0% |
| All | +5,622.1% | +754.4% | +4,867.8% | +2,516.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling