-27.5%
DPZ vs PPG
-16.6%
-10.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.9% |
| 7D | +6.6% | +2.4% | +4.2% | +5.7% |
| 30D | +10.3% | +16.5% | -6.2% | +4.7% |
| 3M | -6.2% | +5.1% | -11.3% | -7.8% |
| 6M | +4.2% | +11.1% | -6.9% | +0.1% |
| YTD | -18.4% | +21.7% | -40.1% | -24.9% |
| 1Y | -14.9% | +32.0% | -46.9% | -24.1% |
| 3Y | -4.6% | +2.8% | -7.4% | -8.2% |
| All | -27.5% | -16.6% | -10.9% | -23.9% |
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