+124.0%
DPZ vs PTC
+334.9%
-211.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +6.6% | -0.2% | +6.8% | +6.6% |
| 30D | +10.3% | +0.8% | +9.5% | +10.1% |
| 3M | -6.2% | +32.1% | -38.3% | -12.2% |
| 6M | +4.2% | +42.6% | -38.4% | -4.5% |
| YTD | -18.4% | +12.0% | -30.4% | -21.6% |
| 1Y | -14.9% | +12.2% | -27.1% | -18.3% |
| 3Y | -4.6% | +31.2% | -35.8% | -12.5% |
| 5Y | -27.4% | +54.9% | -82.3% | -36.2% |
| All | +124.0% | +334.9% | -211.0% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling