+3,483.1%
PH vs DPZ
+5,339.6%
-1,856.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.3% | +4.2% |
| 7D | +3.0% | +3.7% | -0.6% | +1.8% |
| 30D | -0.6% | +8.0% | -8.6% | -3.1% |
| 3M | -10.7% | -4.2% | -6.6% | -10.2% |
| 6M | +9.1% | +4.6% | +4.5% | +6.3% |
| YTD | +9.5% | -18.4% | +27.9% | +14.1% |
| 1Y | +14.0% | -16.8% | +30.8% | +18.0% |
| 3Y | +138.9% | -5.0% | +143.9% | +134.6% |
| 5Y | +209.1% | -27.8% | +236.9% | +222.8% |
| 10Y | +737.3% | +121.1% | +616.2% | +471.7% |
| All | +3,483.1% | +5,339.6% | -1,856.5% | +730.4% |
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