-0.3%
PDD vs DPZ
-27.1%
+26.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.4% |
| 7D | +5.6% | +6.6% | -0.9% | +3.4% |
| 30D | +5.8% | +10.3% | -4.5% | +2.2% |
| 3M | -8.6% | -6.2% | -2.4% | -7.0% |
| 6M | -18.8% | +4.2% | -23.1% | -20.7% |
| YTD | -26.8% | -18.4% | -8.4% | -22.4% |
| 1Y | -39.3% | -14.9% | -24.3% | -36.8% |
| 3Y | -22.5% | -4.6% | -17.9% | -28.1% |
| All | -0.3% | -27.1% | +26.8% | +0.2% |
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 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