+341.8%
PPL vs DPZ
+5,460.8%
-5,119.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.0% | +9.5% | -8.5% | -0.4% |
| 30D | +6.8% | +12.8% | -6.0% | +4.7% |
| 3M | +3.9% | -6.2% | +10.1% | +4.7% |
| 6M | -2.0% | +4.3% | -6.3% | -3.1% |
| YTD | +5.3% | -16.6% | +21.9% | +7.6% |
| 1Y | +2.2% | -12.8% | +15.0% | +3.6% |
| 3Y | +56.7% | -0.8% | +57.6% | +53.6% |
| 5Y | +49.1% | -25.8% | +74.9% | +51.1% |
| 10Y | +63.6% | +130.9% | -67.2% | +30.8% |
| All | +341.8% | +5,460.8% | -5,119.0% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling