+116.1%
PG vs DPZ
+141.0%
-24.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.8% |
| 7D | -0.8% | -8.6% | +7.8% | +0.4% |
| 30D | +0.8% | -11.9% | +12.7% | +2.4% |
| 3M | -1.3% | +0.4% | -1.7% | -1.5% |
| 6M | -3.8% | -19.9% | +16.1% | -1.4% |
| YTD | +3.6% | -24.4% | +28.0% | +6.9% |
| 1Y | -5.7% | -30.4% | +24.7% | -1.8% |
| 3Y | +1.6% | -17.4% | +18.9% | +2.8% |
| 5Y | +14.6% | -34.6% | +49.2% | +17.6% |
| All | +116.1% | +141.0% | -24.9% | +100.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling