+668.5%
PBR vs DPZ
+145.4%
+523.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.3% |
| 7D | +4.2% | -8.6% | +12.8% | +5.5% |
| 30D | +22.7% | -11.2% | +33.9% | +24.6% |
| 3M | +21.5% | +1.4% | +20.1% | +20.7% |
| 6M | +24.0% | -19.9% | +43.9% | +27.2% |
| YTD | +88.2% | -23.0% | +111.3% | +94.2% |
| 1Y | +74.8% | -28.2% | +103.0% | +82.2% |
| 3Y | +105.1% | -14.2% | +119.3% | +106.2% |
| 5Y | +572.2% | -33.4% | +605.6% | +595.9% |
| All | +668.5% | +145.4% | +523.1% | +445.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling