+12.8%
PG vs DPZ
-34.0%
+46.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -2.7% | -8.6% | +5.9% | -1.4% |
| 30D | -1.5% | -11.2% | +9.7% | +0.1% |
| 3M | -3.4% | +1.4% | -4.8% | -3.7% |
| 6M | -7.0% | -19.9% | +12.9% | -4.4% |
| YTD | +2.0% | -23.0% | +25.0% | +5.3% |
| 1Y | -6.5% | -28.2% | +21.8% | -2.6% |
| 3Y | +1.2% | -14.2% | +15.4% | +1.9% |
| 5Y | +12.8% | -33.4% | +46.2% | +19.6% |
| All | +12.8% | -34.0% | +46.8% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling