+713.9%
PH vs DPZ
+116.9%
+597.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | +2.1% | +2.2% | 0.0% | +1.6% |
| 30D | +0.3% | +6.7% | -6.4% | -1.3% |
| 3M | -8.8% | -4.5% | -4.3% | -8.2% |
| 6M | +10.0% | +3.3% | +6.7% | +8.3% |
| YTD | +10.5% | -19.4% | +29.9% | +14.6% |
| 1Y | +15.5% | -17.3% | +32.8% | +19.0% |
| 3Y | +136.4% | -8.4% | +144.7% | +136.7% |
| 5Y | +213.6% | -28.2% | +241.8% | +223.6% |
| 10Y | +713.9% | +130.9% | +583.0% | +567.7% |
| All | +713.9% | +116.9% | +597.0% | +567.7% |
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 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