+234.7%
PM vs DPZ
+125.0%
+109.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -7.3% | +3.7% | -11.0% | -7.7% |
| 30D | -4.0% | +8.0% | -12.0% | -5.0% |
| 3M | +2.7% | -4.2% | +6.9% | +3.2% |
| 6M | +14.9% | +4.6% | +10.3% | +13.9% |
| YTD | +23.5% | -18.4% | +42.0% | +26.1% |
| 1Y | +30.4% | -16.8% | +47.1% | +32.7% |
| 3Y | +143.2% | -5.0% | +148.2% | +141.8% |
| 5Y | +159.5% | -27.8% | +187.3% | +162.9% |
| 10Y | +234.7% | +121.1% | +113.6% | +190.2% |
| All | +234.7% | +125.0% | +109.6% | +190.2% |
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