-28.8%
DPZ vs PENG
+115.2%
-144.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.2% | -2.1% |
| 7D | -2.5% | +4.5% | -7.1% | -2.9% |
| 30D | -7.0% | -7.1% | +0.1% | -6.7% |
| 3M | +11.6% | -27.3% | +38.9% | +12.5% |
| 6M | -15.2% | +169.6% | -184.8% | -27.9% |
| YTD | -17.2% | +164.6% | -181.9% | -29.8% |
| 1Y | -24.8% | +109.5% | -134.3% | -34.8% |
| 3Y | -8.7% | +98.9% | -107.6% | -24.9% |
| All | -28.8% | +115.2% | -144.1% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling