+357.7%
PAAS vs DPZ
+5,417.8%
-5,060.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.1% |
| 7D | -2.9% | -2.5% | -0.3% | -2.4% |
| 30D | +6.8% | -7.0% | +13.8% | +8.2% |
| 3M | -2.9% | +11.6% | -14.5% | -5.4% |
| 6M | -16.4% | -15.2% | -1.3% | -14.3% |
| YTD | 0.0% | -17.2% | +17.3% | +2.9% |
| 1Y | +54.3% | -24.8% | +79.2% | +61.7% |
| 3Y | +230.7% | -8.7% | +239.3% | +230.3% |
| 5Y | +111.6% | -28.9% | +140.5% | +118.7% |
| 10Y | +211.7% | +153.6% | +58.1% | +147.6% |
| All | +357.7% | +5,417.8% | -5,060.0% | +52.5% |
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