+81.9%
PEP vs DPZ
+128.4%
-46.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +6.7% | +9.5% | -2.8% | +5.1% |
| 30D | +13.5% | +12.8% | +0.7% | +11.4% |
| 3M | +3.9% | -6.2% | +10.2% | +4.8% |
| 6M | -6.0% | +4.3% | -10.3% | -6.9% |
| YTD | +2.5% | -16.6% | +19.1% | +4.7% |
| 1Y | +3.9% | -12.8% | +16.8% | +5.5% |
| 3Y | -4.7% | -0.8% | -3.8% | -6.4% |
| 5Y | +1.1% | -25.8% | +26.9% | +2.4% |
| All | +81.9% | +128.4% | -46.5% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling