+1,112.1%
PSX vs DPZ
+1,024.2%
+87.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | +4.5% | -2.5% | +7.1% | +4.9% |
| 30D | +26.6% | -7.0% | +33.6% | +27.9% |
| 3M | +39.3% | +11.6% | +27.7% | +36.4% |
| 6M | +56.8% | -15.2% | +72.0% | +60.0% |
| YTD | +101.8% | -17.2% | +119.1% | +106.5% |
| 1Y | +99.6% | -24.8% | +124.5% | +107.5% |
| 3Y | +140.3% | -8.7% | +149.0% | +140.4% |
| 5Y | +339.3% | -28.9% | +368.2% | +348.9% |
| 10Y | +369.9% | +153.6% | +216.2% | +240.9% |
| All | +1,112.1% | +1,024.2% | +87.9% | +356.2% |
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