+330.8%
PBF vs DPZ
+852.3%
-521.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | +4.3% | -2.5% | +6.8% | +4.6% |
| 30D | +22.0% | -7.0% | +28.9% | +23.0% |
| 3M | +74.5% | +11.6% | +62.9% | +71.4% |
| 6M | +67.7% | -15.2% | +82.9% | +70.3% |
| YTD | +179.2% | -17.2% | +196.4% | +184.4% |
| 1Y | +170.0% | -24.8% | +194.8% | +178.7% |
| 3Y | +66.4% | -8.7% | +75.0% | +67.0% |
| 5Y | +764.5% | -28.9% | +793.4% | +781.1% |
| 10Y | +358.5% | +153.6% | +204.9% | +242.2% |
| All | +330.8% | +852.3% | -521.6% | +112.8% |
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