-28.8%
DPZ vs PR
+433.6%
-462.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | -2.5% | +2.9% | -5.5% | -2.7% |
| 30D | -7.0% | +18.0% | -25.0% | -7.9% |
| 3M | +11.6% | +16.9% | -5.3% | +10.4% |
| 6M | -15.2% | +28.2% | -43.4% | -16.8% |
| YTD | -17.2% | +69.3% | -86.6% | -20.5% |
| 1Y | -24.8% | +69.5% | -94.3% | -27.9% |
| 3Y | -8.7% | +81.7% | -90.4% | -13.5% |
| All | -28.8% | +433.6% | -462.5% | -36.3% |
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