+66.4%
PBR vs DPZ
-4.7%
+71.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.2% |
| 7D | -1.0% | +2.2% | -3.3% | -1.2% |
| 30D | -29.3% | +15.5% | -44.8% | -30.0% |
| 3M | +5.5% | -2.0% | +7.5% | +5.7% |
| 6M | -2.9% | +12.1% | -15.0% | -4.4% |
| YTD | +61.5% | -16.6% | +78.1% | +65.7% |
| 1Y | +46.9% | -14.6% | +61.4% | +50.0% |
| 3Y | +66.4% | -4.1% | +70.6% | +74.4% |
| All | +66.4% | -4.7% | +71.2% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling