+388.9%
PG vs DPZ
+5,326.0%
-4,937.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -0.4% | -1.5% | +1.0% | -0.2% |
| 30D | -0.1% | -4.4% | +4.3% | +0.4% |
| 3M | +1.1% | +7.6% | -6.6% | -0.1% |
| 6M | -3.8% | -16.9% | +13.1% | -1.7% |
| YTD | +3.8% | -18.6% | +22.5% | +6.3% |
| 1Y | -5.8% | -26.7% | +20.9% | -2.3% |
| 3Y | +3.0% | -9.3% | +12.3% | +3.0% |
| 5Y | +14.5% | -31.0% | +45.5% | +17.2% |
| 10Y | +117.8% | +152.4% | -34.6% | +83.4% |
| All | +388.9% | +5,326.0% | -4,937.1% | +166.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling