+60.2%
PPL vs DPZ
+123.5%
-63.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.3% |
| 7D | +0.4% | +6.6% | -6.1% | -0.3% |
| 30D | +5.4% | +10.3% | -4.8% | +4.2% |
| 3M | +4.3% | -6.2% | +10.4% | +4.9% |
| 6M | -1.3% | +4.2% | -5.6% | -2.1% |
| YTD | +4.7% | -18.4% | +23.1% | +6.7% |
| 1Y | +1.3% | -14.9% | +16.2% | +2.6% |
| 3Y | +57.2% | -4.6% | +61.9% | +55.6% |
| 5Y | +48.2% | -27.4% | +75.6% | +49.4% |
| All | +60.2% | +123.5% | -63.2% | +40.5% |
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