-11.9%
PEP vs DPZ
-9.3%
-2.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.4% |
| 7D | -1.4% | -2.5% | +1.2% | -1.0% |
| 30D | +0.2% | -7.0% | +7.2% | +1.3% |
| 3M | -1.1% | +11.6% | -12.7% | -2.8% |
| 6M | -13.5% | -15.2% | +1.7% | -12.2% |
| YTD | -1.2% | -17.2% | +16.1% | +0.4% |
| 1Y | -1.6% | -24.8% | +23.3% | +1.1% |
| All | -11.9% | -9.3% | -2.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling