-34.2%
PDD vs DPZ
-25.1%
-9.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.0% |
| 7D | -4.1% | -2.5% | -1.5% | -3.7% |
| 30D | -9.6% | -7.0% | -2.6% | -8.6% |
| 3M | -4.3% | +11.6% | -15.9% | -6.2% |
| 6M | -18.8% | -15.2% | -3.6% | -18.8% |
| YTD | -27.5% | -17.2% | -10.2% | -28.1% |
| All | -34.2% | -25.1% | -9.1% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling