+387.1%
PEP vs DPZ
+5,417.8%
-5,030.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 3M | -1.1% | +11.6% | -12.7% | -2.8% |
| 6M | -13.5% | -15.2% | +1.7% | -11.7% |
| YTD | -1.2% | -17.2% | +16.1% | +1.1% |
| 1Y | -1.6% | -24.8% | +23.3% | +2.0% |
| 3Y | -12.5% | -8.7% | -3.9% | -12.7% |
| 5Y | +3.0% | -28.9% | +31.9% | +5.2% |
| 10Y | +73.9% | +153.6% | -79.7% | +45.3% |
| All | +387.1% | +5,417.8% | -5,030.7% | +178.9% |
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 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