+3,505.6%
PH vs DPZ
+5,417.8%
-1,912.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.3% |
| 7D | -3.1% | -2.5% | -0.5% | -2.3% |
| 30D | -3.2% | -7.0% | +3.7% | -1.4% |
| 3M | +10.6% | +11.6% | -1.0% | +6.2% |
| 6M | -2.1% | -15.2% | +13.0% | +1.5% |
| YTD | +10.2% | -17.2% | +27.4% | +14.9% |
| 1Y | +28.2% | -24.8% | +53.1% | +37.3% |
| 3Y | +134.9% | -8.7% | +143.6% | +134.1% |
| 5Y | +253.6% | -28.9% | +282.5% | +272.3% |
| 10Y | +804.7% | +153.6% | +651.1% | +492.7% |
| All | +3,505.6% | +5,417.8% | -1,912.2% | +735.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling