+729.9%
PLD vs DPZ
+5,417.8%
-4,687.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.1% |
| 7D | -2.4% | -2.5% | +0.2% | -1.2% |
| 30D | -2.4% | -7.0% | +4.5% | +0.7% |
| 3M | -3.8% | +11.6% | -15.4% | -9.7% |
| 6M | 0.0% | -15.2% | +15.2% | +6.3% |
| YTD | +9.2% | -17.2% | +26.5% | +16.9% |
| 1Y | +25.9% | -24.8% | +50.8% | +40.8% |
| 3Y | +21.3% | -8.7% | +30.0% | +18.7% |
| 5Y | +14.1% | -28.9% | +43.0% | +21.6% |
| 10Y | +237.9% | +153.6% | +84.2% | +50.1% |
| All | +729.9% | +5,417.8% | -4,687.9% | -58.4% |
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