+196.7%
PH vs DPZ
-27.1%
+223.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.0% | +3.4% |
| 7D | +2.0% | +6.6% | -4.6% | +0.2% |
| 30D | -3.7% | +10.3% | -14.0% | -6.3% |
| 3M | -14.0% | -6.2% | -7.9% | -12.9% |
| 6M | +2.1% | +4.2% | -2.1% | -0.2% |
| YTD | +5.1% | -18.4% | +23.5% | +10.1% |
| 1Y | +10.9% | -14.9% | +25.9% | +14.5% |
| 3Y | +132.9% | -4.6% | +137.6% | +129.1% |
| All | +196.7% | -27.1% | +223.8% | +204.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling