+232.4%
PM vs DPZ
+123.5%
+108.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.5% |
| 7D | -5.2% | +6.6% | -11.8% | -6.0% |
| 30D | +2.7% | +10.3% | -7.6% | +1.4% |
| 3M | +6.1% | -6.2% | +12.3% | +6.8% |
| 6M | +18.0% | +4.2% | +13.8% | +17.1% |
| YTD | +26.6% | -18.4% | +45.0% | +29.2% |
| 1Y | +36.7% | -14.9% | +51.6% | +38.8% |
| 3Y | +146.0% | -4.6% | +150.6% | +144.5% |
| 5Y | +164.1% | -27.4% | +191.5% | +167.3% |
| All | +232.4% | +123.5% | +108.9% | +187.8% |
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