-25.8%
DPZ vs PL
+11.6%
-37.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.1% | +10.4% | +0.8% |
| 7D | +9.5% | -20.5% | +30.0% | +10.7% |
| 30D | +12.8% | -38.8% | +51.6% | +15.5% |
| 3M | -6.2% | -49.1% | +42.9% | -3.2% |
| 6M | +4.3% | -69.4% | +73.6% | +9.6% |
| YTD | -16.6% | -42.3% | +25.7% | -17.1% |
| 1Y | -12.8% | -14.2% | +1.4% | -16.3% |
| 3Y | -0.8% | +398.7% | -399.5% | -23.4% |
| 5Y | -25.8% | +11.1% | -36.9% | -36.9% |
| All | -25.8% | +11.6% | -37.4% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling