+1,349.8%
PBR vs DPZ
+5,417.8%
-4,067.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.4% |
| 7D | +8.6% | -2.5% | +11.1% | +9.4% |
| 30D | +12.8% | -7.0% | +19.8% | +15.0% |
| 3M | +14.7% | +11.6% | +3.1% | +9.9% |
| 6M | +25.2% | -15.2% | +40.3% | +29.6% |
| YTD | +77.1% | -17.2% | +94.4% | +84.6% |
| 1Y | +69.6% | -24.8% | +94.4% | +81.7% |
| 3Y | +95.6% | -8.7% | +104.2% | +92.4% |
| 5Y | +501.8% | -28.9% | +530.7% | +519.0% |
| 10Y | +640.6% | +153.6% | +486.9% | +343.3% |
| All | +1,349.8% | +5,417.8% | -4,067.9% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling