+154.5%
DPZ vs PPG
+26.8%
+127.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.1% |
| 7D | -2.5% | -1.5% | -1.1% | -2.2% |
| 30D | -7.0% | -5.0% | -2.0% | -5.8% |
| 3M | +11.6% | +1.1% | +10.5% | +11.1% |
| 6M | -15.2% | -3.2% | -12.0% | -15.0% |
| YTD | -17.2% | +11.9% | -29.1% | -20.3% |
| 1Y | -24.8% | +5.3% | -30.2% | -26.6% |
| 3Y | -8.7% | -15.0% | +6.3% | -6.9% |
| 5Y | -28.9% | -19.6% | -9.3% | -28.1% |
| All | +154.5% | +26.8% | +127.7% | +134.0% |
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