+125.3%
PFE vs DPZ
+5,417.8%
-5,292.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | +1.8% | -2.5% | +4.3% | +2.1% |
| 30D | +10.2% | -7.0% | +17.2% | +11.3% |
| 3M | +12.7% | +11.6% | +1.1% | +10.5% |
| 6M | +10.5% | -15.2% | +25.7% | +12.9% |
| YTD | +20.2% | -17.2% | +37.4% | +23.1% |
| 1Y | +24.1% | -24.8% | +48.9% | +28.8% |
| 3Y | -3.6% | -8.7% | +5.1% | -4.0% |
| 5Y | -20.9% | -28.9% | +8.0% | -19.2% |
| 10Y | +35.8% | +153.6% | -117.8% | +7.7% |
| All | +125.3% | +5,417.8% | -5,292.4% | -1.0% |
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