+161.8%
PBF vs DPZ
-29.3%
+191.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.8% | -1.1% |
| 7D | +1.4% | -7.3% | +8.6% | 0.0% |
| 30D | +15.8% | -7.6% | +23.4% | +14.0% |
| 3M | +90.3% | +1.8% | +88.5% | +90.2% |
| 6M | +102.8% | -21.8% | +124.6% | +96.3% |
| YTD | +187.3% | -22.0% | +209.3% | +178.5% |
| 1Y | +161.8% | -28.6% | +190.5% | +153.0% |
| All | +161.8% | -29.3% | +191.1% | +153.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling