-2.8%
DPZ vs PENG
+228.7%
-231.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -9.1% | +14.5% | +5.5% |
| 7D | +10.1% | -20.5% | +30.6% | +10.3% |
| 30D | +14.6% | -20.4% | +35.0% | +14.7% |
| 3M | -6.8% | -16.4% | +9.7% | -6.7% |
| 6M | +4.4% | +49.2% | -44.8% | -3.3% |
| YTD | -16.8% | +147.2% | -164.0% | -27.4% |
| 1Y | -14.5% | +124.7% | -139.1% | -24.8% |
| All | -2.8% | +228.7% | -231.5% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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