+155.0%
DPZ vs PTC
+224.0%
-69.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.0% | +4.3% | -0.4% |
| 7D | -2.5% | -10.3% | +7.7% | -0.3% |
| 30D | -7.0% | +1.1% | -8.1% | -7.5% |
| 3M | +11.6% | +1.6% | +10.0% | +10.5% |
| 6M | -15.2% | -13.5% | -1.7% | -13.2% |
| YTD | -17.2% | -19.1% | +1.8% | -14.3% |
| 1Y | -24.8% | -33.9% | +9.0% | -19.0% |
| 3Y | -8.7% | -3.9% | -4.8% | -10.0% |
| 5Y | -28.9% | +6.0% | -35.0% | -32.3% |
| All | +155.0% | +224.0% | -69.0% | +80.8% |
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