+162.6%
PM vs DPZ
-28.5%
+191.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.4% | +0.8% |
| 7D | +0.5% | +2.2% | -1.7% | +0.2% |
| 30D | -3.2% | +15.5% | -18.7% | -5.1% |
| 3M | +6.2% | -2.0% | +8.2% | +6.3% |
| 6M | +7.7% | +12.1% | -4.5% | +5.9% |
| YTD | +27.3% | -16.6% | +43.8% | +29.5% |
| 1Y | +32.8% | -14.6% | +47.3% | +34.7% |
| 3Y | +150.0% | -4.1% | +154.2% | +148.6% |
| All | +162.6% | -28.5% | +191.1% | +152.4% |
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