+134.6%
PH vs DPZ
-7.1%
+141.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | +7.4% | -2.5% | +9.8% | +7.9% |
| 30D | +0.5% | +12.5% | -12.1% | -2.2% |
| 3M | -10.2% | -5.2% | -5.0% | -9.3% |
| 6M | +8.9% | +8.8% | +0.1% | +5.7% |
| YTD | +9.7% | -18.7% | +28.3% | +15.5% |
| 1Y | +12.8% | -15.7% | +28.5% | +17.1% |
| All | +134.6% | -7.1% | +141.7% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling