+556.6%
PBR vs DPZ
+131.0%
+425.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -9.1% | -3.5% | -5.6% | -8.7% |
| 30D | -29.9% | +5.7% | -35.6% | -30.4% |
| 3M | +2.3% | -7.5% | +9.8% | +3.0% |
| 6M | -10.9% | +6.2% | -17.1% | -12.1% |
| YTD | +56.9% | -19.8% | +76.7% | +60.5% |
| 1Y | +38.0% | -18.0% | +56.0% | +40.7% |
| 3Y | +64.8% | -8.8% | +73.6% | +64.3% |
| 5Y | +447.1% | -30.2% | +477.3% | +461.4% |
| All | +556.6% | +131.0% | +425.6% | +490.1% |
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