+195.8%
PDD vs DPZ
+44.6%
+151.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.7% | +1.2% |
| 7D | -4.9% | +2.2% | -7.1% | -5.5% |
| 30D | -3.0% | +15.5% | -18.5% | -6.7% |
| 3M | -6.2% | -2.0% | -4.2% | -5.9% |
| 6M | -20.7% | +12.1% | -32.9% | -23.6% |
| YTD | -30.4% | -16.6% | -13.8% | -27.6% |
| 1Y | -41.3% | -14.6% | -26.7% | -39.4% |
| 3Y | -27.7% | -4.1% | -23.6% | -29.8% |
| 5Y | -16.9% | -28.3% | +11.4% | -14.9% |
| All | +195.8% | +44.6% | +151.1% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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