-18.9%
PINS vs DPZ
+41.1%
-60.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.0% | -6.8% |
| 7D | -0.7% | +9.5% | -10.1% | -4.1% |
| 30D | -1.2% | +12.8% | -14.0% | -5.9% |
| 3M | -15.3% | -6.2% | -9.0% | -13.3% |
| 6M | -11.2% | +4.3% | -15.4% | -13.2% |
| YTD | -23.6% | -16.6% | -7.0% | -18.9% |
| 1Y | -23.1% | -12.8% | -10.3% | -20.0% |
| 3Y | -36.0% | -0.8% | -35.2% | -39.8% |
| 5Y | -57.2% | -25.8% | -31.4% | -55.0% |
| All | -18.9% | +41.1% | -60.0% | -29.3% |
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