-28.9%
DPZ vs PPG
-15.7%
-13.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | +2.2% | +0.7% | +1.5% | +1.9% |
| 30D | +15.5% | +17.6% | -2.1% | +9.3% |
| 3M | -2.0% | +7.5% | -9.5% | -4.5% |
| 6M | +12.1% | +17.6% | -5.5% | +5.6% |
| YTD | -16.6% | +22.6% | -39.1% | -23.5% |
| 1Y | -14.6% | +28.0% | -42.6% | -22.9% |
| 3Y | -4.1% | +1.8% | -5.9% | -7.3% |
| All | -28.9% | -15.7% | -13.2% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling