+165.8%
PM vs DPZ
-27.1%
+192.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.3% |
| 3M | +5.2% | -6.2% | +11.4% | +5.9% |
| 6M | +17.0% | +4.2% | +12.8% | +16.1% |
| YTD | +25.5% | -18.4% | +43.9% | +28.1% |
| 1Y | +35.5% | -14.9% | +50.4% | +37.7% |
| 3Y | +143.9% | -4.6% | +148.5% | +142.8% |
| All | +165.8% | -27.1% | +192.9% | +158.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling