+72.9%
PBR vs DPZ
-14.7%
+87.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.4% | -12.4% | -6.4% |
| 7D | -11.0% | +10.1% | -21.1% | -10.2% |
| 30D | -18.8% | +14.6% | -33.4% | -17.8% |
| 3M | +7.8% | -6.8% | +14.6% | +7.7% |
| 6M | -7.6% | +4.4% | -12.0% | -6.8% |
| YTD | +72.7% | -16.8% | +89.5% | +79.2% |
| 1Y | +72.9% | -14.5% | +87.4% | +78.7% |
| All | +72.9% | -14.7% | +87.6% | +78.7% |
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