+14.3%
PFE vs DPZ
-3.1%
+17.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.4% |
| 7D | -3.7% | +6.6% | -10.3% | -4.4% |
| 30D | +5.0% | +10.3% | -5.3% | +3.8% |
| 3M | +12.2% | -6.2% | +18.3% | +12.8% |
| 6M | +14.6% | +4.2% | +10.3% | +13.6% |
| YTD | +24.1% | -18.4% | +42.5% | +25.7% |
| 1Y | +26.6% | -14.9% | +41.5% | +27.7% |
| 3Y | +14.3% | -4.6% | +18.9% | +18.4% |
| All | +14.3% | -3.1% | +17.4% | +18.4% |
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