+19.3%
PH vs DPZ
-14.7%
+34.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.4% | -9.1% | -3.4% |
| 7D | -0.2% | +10.1% | -10.3% | +0.3% |
| 30D | -6.7% | +14.6% | -21.3% | -6.1% |
| 3M | -8.1% | -6.8% | -1.4% | -8.0% |
| 6M | +5.3% | +4.4% | +1.0% | +6.0% |
| YTD | +4.2% | -16.8% | +21.0% | +5.9% |
| 1Y | +19.3% | -14.5% | +33.8% | +19.7% |
| All | +19.3% | -14.7% | +34.0% | +19.7% |
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