+177.1%
DPZ vs PR
+169.5%
+7.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | -2.5% | +2.9% | -5.5% | -2.6% |
| 30D | -7.0% | +18.0% | -25.0% | -7.2% |
| 3M | +11.6% | +16.9% | -5.3% | +11.3% |
| 6M | -15.2% | +28.2% | -43.4% | -15.6% |
| YTD | -17.2% | +69.3% | -86.6% | -18.1% |
| 1Y | -24.8% | +69.5% | -94.3% | -25.6% |
| 3Y | -8.7% | +81.7% | -90.4% | -9.9% |
| 5Y | -28.9% | +422.2% | -451.2% | -30.8% |
| 10Y | +153.6% | +110.4% | +43.3% | +155.7% |
| All | +177.1% | +169.5% | +7.6% | +168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling