+289.8%
PBF vs DPZ
+839.1%
-549.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.4% |
| 7D | -13.8% | +6.6% | -20.3% | -14.4% |
| 30D | -19.6% | +10.3% | -29.9% | -20.6% |
| 3M | +10.3% | -6.2% | +16.4% | +10.8% |
| 6M | +63.4% | +4.2% | +59.2% | +61.6% |
| YTD | +152.6% | -18.4% | +171.0% | +157.3% |
| 1Y | +87.4% | -14.9% | +102.3% | +89.5% |
| 3Y | +63.3% | -4.6% | +67.9% | +62.8% |
| 5Y | +412.5% | -27.4% | +439.9% | +420.5% |
| 10Y | +282.5% | +125.9% | +156.6% | +193.5% |
| All | +289.8% | +839.1% | -549.3% | +92.6% |
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 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