+334.1%
PBF vs DPZ
+150.4%
+183.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +4.9% | +3.4% |
| 7D | +2.4% | -1.5% | +3.8% | +2.5% |
| 30D | +24.9% | -4.4% | +29.3% | +25.3% |
| 3M | +81.9% | +7.6% | +74.2% | +80.0% |
| 6M | +79.4% | -16.9% | +96.3% | +82.1% |
| YTD | +188.3% | -18.6% | +206.9% | +193.2% |
| 1Y | +177.3% | -26.7% | +203.9% | +185.4% |
| 3Y | +56.0% | -9.3% | +65.3% | +57.2% |
| 5Y | +804.0% | -31.0% | +835.0% | +816.1% |
| 10Y | +334.1% | +152.4% | +181.7% | +208.6% |
| All | +334.1% | +150.4% | +183.7% | +208.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling