+694.2%
PH vs DPZ
+140.2%
+553.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.8% | -0.8% |
| 7D | +4.1% | +2.2% | +1.9% | +3.6% |
| 30D | -0.1% | +15.5% | -15.6% | -3.3% |
| 3M | -9.6% | -2.0% | -7.6% | -9.5% |
| 6M | +8.5% | +12.1% | -3.6% | +4.8% |
| YTD | +9.4% | -16.6% | +26.0% | +12.7% |
| 1Y | +14.2% | -14.6% | +28.8% | +16.9% |
| 3Y | +134.0% | -4.1% | +138.2% | +132.1% |
| 5Y | +203.8% | -28.3% | +232.1% | +213.1% |
| All | +694.2% | +140.2% | +553.9% | +537.7% |
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