+267.6%
PM vs DPZ
+131.0%
+136.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -7.1% | -3.5% | -3.5% | -6.7% |
| 30D | -2.8% | +5.7% | -8.5% | -3.5% |
| 3M | +6.3% | -7.5% | +13.8% | +7.2% |
| 6M | +9.6% | +6.2% | +3.4% | +8.6% |
| YTD | +25.6% | -19.8% | +45.4% | +28.4% |
| 1Y | +29.7% | -18.0% | +47.6% | +32.2% |
| 3Y | +147.6% | -8.8% | +156.4% | +147.4% |
| 5Y | +160.1% | -30.2% | +190.3% | +164.4% |
| All | +267.6% | +131.0% | +136.6% | +233.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling