+395.3%
PBF vs DPZ
-27.1%
+422.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.4% |
| 7D | -13.8% | +6.6% | -20.3% | -14.3% |
| 30D | -19.6% | +10.3% | -29.9% | -20.5% |
| 3M | +10.3% | -6.2% | +16.4% | +11.1% |
| 6M | +63.4% | +4.2% | +59.2% | +61.5% |
| YTD | +152.6% | -18.4% | +171.0% | +159.5% |
| 1Y | +87.4% | -14.9% | +102.3% | +90.6% |
| 3Y | +63.3% | -4.6% | +67.9% | +64.2% |
| All | +395.3% | -27.1% | +422.4% | +360.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling