-4.1%
DPZ vs PPG
+2.6%
-6.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | +2.2% | +0.7% | +1.5% | +2.0% |
| 30D | +15.5% | +17.6% | -2.1% | +10.5% |
| 3M | -2.0% | +7.5% | -9.5% | -4.0% |
| 6M | +12.1% | +17.6% | -5.5% | +7.0% |
| YTD | -16.6% | +22.6% | -39.1% | -22.4% |
| 1Y | -14.6% | +28.0% | -42.6% | -21.6% |
| 3Y | -4.1% | +1.8% | -5.9% | -12.0% |
| All | -4.1% | +2.6% | -6.7% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling