+43.2%
PBR vs DPZ
-17.9%
+61.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.6% |
| 7D | -9.1% | -3.5% | -5.6% | -9.5% |
| 30D | -29.9% | +5.7% | -35.6% | -29.5% |
| 3M | +2.3% | -7.5% | +9.8% | +1.8% |
| 6M | -10.9% | +6.2% | -17.1% | -10.6% |
| YTD | +56.9% | -19.8% | +76.7% | +60.0% |
| All | +43.2% | -17.9% | +61.2% | +44.4% |
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