+119.6%
PM vs DPZ
-9.3%
+128.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.7% |
| 7D | -4.9% | -2.5% | -2.3% | -4.5% |
| 30D | -3.4% | -7.0% | +3.6% | -2.4% |
| 3M | +5.2% | +11.6% | -6.4% | +3.4% |
| 6M | +3.7% | -15.2% | +18.9% | +5.9% |
| YTD | +15.8% | -17.2% | +33.0% | +18.5% |
| 1Y | +17.4% | -24.8% | +42.2% | +21.1% |
| All | +119.6% | -9.3% | +128.9% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling