+85.5%
DPZ vs PENG
+705.8%
-620.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -9.1% | +14.5% | +6.0% |
| 7D | +10.1% | -20.5% | +30.6% | +11.5% |
| 30D | +14.6% | -20.4% | +35.0% | +15.7% |
| 3M | -6.8% | -16.4% | +9.7% | -6.5% |
| 6M | +4.4% | +49.2% | -44.8% | -3.3% |
| YTD | -16.8% | +147.2% | -164.0% | -27.1% |
| 1Y | -14.5% | +124.7% | -139.1% | -24.5% |
| 3Y | -1.1% | +230.3% | -231.4% | -18.4% |
| 5Y | -28.0% | +71.4% | -99.4% | -39.0% |
| All | +85.5% | +705.8% | -620.3% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling