+178.5%
DPZ vs PR
+160.5%
+18.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.5% | +12.0% | +5.5% |
| 7D | +10.1% | -12.1% | +22.2% | +10.3% |
| 30D | +14.6% | +0.9% | +13.7% | +14.6% |
| 3M | -6.8% | +10.1% | -16.9% | -7.0% |
| 6M | +4.4% | +1.1% | +3.3% | +4.3% |
| YTD | -16.8% | +63.7% | -80.5% | -17.7% |
| 1Y | -14.5% | +87.0% | -101.5% | -15.5% |
| 3Y | -1.1% | +70.7% | -71.9% | -2.4% |
| 5Y | -28.0% | +246.8% | -274.8% | -29.7% |
| 10Y | +130.2% | +72.6% | +57.6% | +134.2% |
| All | +178.5% | +160.5% | +18.1% | +169.3% |
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 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