+1,204.3%
PBR vs DPZ
+5,324.1%
-4,119.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.2% |
| 7D | -3.7% | -2.5% | -1.3% | -3.0% |
| 30D | -29.0% | +12.5% | -41.6% | -31.6% |
| 3M | +4.9% | -5.2% | +10.1% | +5.9% |
| 6M | -8.4% | +8.8% | -17.2% | -12.0% |
| YTD | +59.4% | -18.7% | +78.0% | +66.1% |
| 1Y | +45.5% | -15.7% | +61.2% | +49.8% |
| 3Y | +67.4% | -7.5% | +74.9% | +63.5% |
| 5Y | +453.0% | -30.1% | +483.1% | +471.6% |
| 10Y | +555.9% | +135.3% | +420.7% | +300.8% |
| All | +1,204.3% | +5,324.1% | -4,119.8% | +92.5% |
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