+261.8%
PAAS vs DPZ
+5,460.8%
-5,199.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -0.4% | +9.5% | -9.9% | -2.1% |
| 30D | -11.6% | +12.8% | -24.4% | -13.7% |
| 3M | -15.6% | -6.2% | -9.3% | -14.7% |
| 6M | -19.1% | +4.3% | -23.4% | -20.4% |
| YTD | -20.9% | -16.6% | -4.3% | -18.9% |
| 1Y | +21.3% | -12.8% | +34.1% | +23.2% |
| 3Y | +177.4% | -0.8% | +178.2% | +172.5% |
| 5Y | +71.3% | -25.8% | +97.1% | +75.7% |
| 10Y | +181.5% | +130.9% | +50.6% | +127.2% |
| All | +261.8% | +5,460.8% | -5,199.0% | +20.2% |
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