+201.5%
PDD vs DPZ
+41.4%
+160.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -1.4% | +3.7% | -5.1% | -2.4% |
| 30D | -1.0% | +8.0% | -9.1% | -3.2% |
| 3M | -12.3% | -4.2% | -8.1% | -11.5% |
| 6M | -18.5% | +4.6% | -23.1% | -20.0% |
| YTD | -29.0% | -18.4% | -10.6% | -25.7% |
| 1Y | -40.7% | -16.8% | -23.9% | -38.4% |
| 3Y | -25.7% | -5.0% | -20.7% | -27.7% |
| 5Y | -3.3% | -27.8% | +24.5% | -0.9% |
| All | +201.5% | +41.4% | +160.1% | +158.6% |
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