+5,542.7%
DPZ vs PPG
+561.4%
+4,981.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.8% |
| 7D | +6.6% | +2.4% | +4.2% | +5.4% |
| 30D | +10.3% | +16.5% | -6.2% | +3.0% |
| 3M | -6.2% | +5.1% | -11.3% | -8.4% |
| 6M | +4.2% | +11.1% | -6.9% | -1.3% |
| YTD | -18.4% | +21.7% | -40.1% | -26.7% |
| 1Y | -14.9% | +32.0% | -46.9% | -26.4% |
| 3Y | -4.6% | +2.8% | -7.4% | -9.6% |
| 5Y | -27.4% | -16.5% | -10.9% | -26.3% |
| 10Y | +125.9% | +59.3% | +66.6% | +46.7% |
| All | +5,542.7% | +561.4% | +4,981.3% | +1,291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling