+1,932.2%
PGR vs DPZ
+5,100.4%
-3,168.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.4% | +1.2% |
| 7D | -2.7% | -7.3% | +4.6% | -1.1% |
| 30D | +0.7% | -7.6% | +8.3% | +2.4% |
| 3M | +7.7% | +1.8% | +5.9% | +7.0% |
| 6M | +4.3% | -21.8% | +26.1% | +9.4% |
| YTD | +0.7% | -22.0% | +22.8% | +5.6% |
| 1Y | -5.7% | -28.6% | +23.0% | +0.7% |
| 3Y | +73.7% | -13.1% | +86.7% | +74.1% |
| 5Y | +158.4% | -33.2% | +191.6% | +169.6% |
| 10Y | +810.5% | +147.0% | +663.5% | +541.4% |
| All | +1,932.2% | +5,100.4% | -3,168.1% | +435.8% |
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