+798.6%
PH vs DPZ
+154.6%
+644.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | -3.1% | -2.5% | -0.5% | -2.5% |
| 30D | -3.2% | -7.0% | +3.7% | -1.8% |
| 3M | +10.6% | +11.6% | -1.0% | +7.3% |
| 6M | -2.1% | -15.2% | +13.0% | +0.8% |
| YTD | +10.2% | -17.2% | +27.4% | +14.0% |
| 1Y | +28.2% | -24.8% | +53.1% | +35.5% |
| 3Y | +134.9% | -8.7% | +143.6% | +135.8% |
| 5Y | +253.6% | -28.9% | +282.5% | +265.8% |
| All | +798.6% | +154.6% | +644.0% | +623.5% |
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