-8.2%
PDD vs DPZ
-28.2%
+20.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -0.9% |
| 7D | -1.0% | +2.2% | -3.1% | -1.7% |
| 30D | -2.4% | +6.7% | -9.1% | -4.6% |
| 3M | -14.6% | -4.5% | -10.1% | -13.6% |
| 6M | -19.6% | +3.3% | -22.9% | -21.2% |
| YTD | -30.0% | -19.4% | -10.5% | -25.4% |
| 1Y | -42.5% | -17.3% | -25.2% | -39.5% |
| 3Y | -27.2% | -8.4% | -18.8% | -31.2% |
| 5Y | -8.2% | -28.2% | +20.0% | -8.1% |
| All | -8.2% | -28.2% | +20.0% | -8.1% |
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