+17.0%
PG vs DPZ
-14.7%
+31.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.4% | -2.2% | +1.9% |
| 7D | +5.7% | +10.1% | -4.4% | +3.4% |
| 30D | +15.4% | +14.6% | +0.8% | +11.9% |
| 3M | +13.8% | -6.8% | +20.5% | +15.1% |
| 6M | +18.3% | +4.4% | +13.9% | +16.2% |
| YTD | +20.1% | -16.8% | +37.0% | +23.8% |
| 1Y | +17.0% | -14.5% | +31.4% | +19.2% |
| All | +17.0% | -14.7% | +31.7% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling