-8.0%
DPZ vs PL
+29.1%
-37.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.4% | +11.8% | +5.8% |
| 7D | +10.1% | -11.7% | +21.8% | +10.7% |
| 30D | +14.6% | -27.1% | +41.7% | +16.4% |
| 3M | -6.8% | -44.6% | +37.8% | -4.1% |
| 6M | +4.4% | -67.2% | +71.6% | +9.5% |
| YTD | -16.8% | -35.9% | +19.0% | -17.7% |
| 1Y | -14.5% | -0.4% | -14.1% | -18.6% |
| 3Y | -1.1% | +454.8% | -455.9% | -24.1% |
| 5Y | -28.0% | +24.8% | -52.7% | -40.3% |
| All | -8.0% | +29.1% | -37.0% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling