+132.0%
DPZ vs PPG
+57.1%
+74.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.6% |
| 7D | -3.5% | -1.2% | -2.3% | -3.3% |
| 30D | +5.7% | +21.2% | -15.5% | +0.6% |
| 3M | -7.5% | +8.2% | -15.7% | -9.4% |
| 6M | +6.2% | +17.2% | -11.0% | +1.7% |
| YTD | -19.8% | +25.0% | -44.8% | -25.0% |
| 1Y | -18.0% | +33.5% | -51.5% | -24.6% |
| 3Y | -8.8% | +4.2% | -13.0% | -11.6% |
| 5Y | -30.2% | -12.7% | -17.5% | -31.0% |
| 10Y | +132.0% | +58.0% | +74.0% | +99.2% |
| All | +132.0% | +57.1% | +74.9% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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