-28.0%
DPZ vs PR
+239.6%
-267.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.5% | +12.0% | +5.8% |
| 7D | +10.1% | -12.1% | +22.2% | +10.9% |
| 30D | +14.6% | +0.9% | +13.7% | +14.4% |
| 3M | -6.8% | +10.1% | -16.9% | -7.6% |
| 6M | +4.4% | +1.1% | +3.3% | +4.0% |
| YTD | -16.8% | +63.7% | -80.5% | -20.4% |
| 1Y | -14.5% | +87.0% | -101.5% | -19.0% |
| 3Y | -1.1% | +70.7% | -71.9% | -6.7% |
| 5Y | -28.0% | +246.8% | -274.8% | -35.5% |
| All | -28.0% | +239.6% | -267.5% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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