+214.4%
PDD vs DPZ
+44.6%
+169.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +5.9% | +9.5% | -3.6% | +3.3% |
| 30D | +7.1% | +12.8% | -5.7% | +3.6% |
| 3M | -7.7% | -6.2% | -1.4% | -6.4% |
| 6M | -13.2% | +4.3% | -17.5% | -14.7% |
| YTD | -26.0% | -16.6% | -9.4% | -23.0% |
| 1Y | -38.4% | -12.8% | -25.6% | -36.9% |
| 3Y | -21.1% | -0.8% | -20.3% | -24.2% |
| 5Y | +0.3% | -25.8% | +26.1% | +2.1% |
| All | +214.4% | +44.6% | +169.8% | +168.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling