+71.1%
PBR vs DPZ
-28.2%
+99.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.6% | +0.3% |
| 7D | +0.3% | -7.3% | +7.6% | 0.0% |
| 30D | +17.5% | -7.6% | +25.1% | +17.1% |
| 3M | +20.9% | +1.8% | +19.1% | +20.7% |
| 6M | +20.2% | -21.8% | +42.1% | +25.1% |
| YTD | +84.3% | -22.0% | +106.3% | +90.4% |
| All | +71.1% | -28.2% | +99.3% | +76.8% |
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 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