+4.7%
PEP vs DPZ
-28.9%
+33.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 6M | -13.5% | -15.2% | +1.7% | -11.9% |
| YTD | -1.2% | -17.2% | +16.1% | +0.9% |
| 1Y | -1.6% | -24.8% | +23.3% | +1.7% |
| 3Y | -12.5% | -8.7% | -3.9% | -13.3% |
| All | +4.7% | -28.9% | +33.6% | +9.2% |
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