-23.7%
PDD vs DPZ
-28.9%
+5.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.3% |
| 7D | -4.1% | -2.5% | -1.5% | -3.3% |
| 30D | -9.6% | -7.0% | -2.6% | -7.6% |
| 3M | -4.3% | +11.6% | -15.9% | -8.2% |
| 6M | -18.8% | -15.2% | -3.6% | -14.9% |
| YTD | -27.5% | -17.2% | -10.2% | -23.5% |
| 1Y | -33.6% | -24.8% | -8.8% | -27.8% |
| 3Y | -20.4% | -8.7% | -11.7% | -23.9% |
| All | -23.7% | -28.9% | +5.2% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling