+252.3%
PBF vs DPZ
+125.0%
+127.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -7.4% | +3.7% | -11.0% | -7.6% |
| 30D | -17.5% | +8.0% | -25.5% | -18.0% |
| 3M | +13.1% | -4.2% | +17.3% | +13.4% |
| 6M | +72.6% | +4.6% | +68.0% | +71.3% |
| YTD | +161.2% | -18.4% | +179.6% | +165.1% |
| 1Y | +93.3% | -16.8% | +110.1% | +95.7% |
| 3Y | +80.7% | -5.0% | +85.7% | +81.5% |
| 5Y | +396.1% | -27.8% | +423.9% | +400.1% |
| 10Y | +252.3% | +121.1% | +131.2% | +218.2% |
| All | +252.3% | +125.0% | +127.2% | +218.2% |
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 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