+1,102.3%
PSX vs DPZ
+1,008.2%
+94.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -8.0% | +3.7% | -11.7% | -8.5% |
| 30D | -9.0% | +8.0% | -17.1% | -10.2% |
| 3M | +24.7% | -4.2% | +28.9% | +25.2% |
| 6M | +49.3% | +4.6% | +44.8% | +47.4% |
| YTD | +100.2% | -18.4% | +118.6% | +104.8% |
| 1Y | +88.8% | -16.8% | +105.6% | +92.5% |
| 3Y | +152.5% | -5.0% | +157.5% | +150.6% |
| 5Y | +283.2% | -27.8% | +311.0% | +290.1% |
| 10Y | +345.8% | +121.1% | +224.7% | +235.8% |
| All | +1,102.3% | +1,008.2% | +94.0% | +352.5% |
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 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