+1,184.1%
PBR vs DPZ
+5,248.7%
-4,064.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -9.1% | -3.5% | -5.6% | -8.2% |
| 30D | -29.9% | +5.7% | -35.6% | -31.3% |
| 3M | +2.3% | -7.5% | +9.8% | +4.0% |
| 6M | -10.9% | +6.2% | -17.1% | -13.8% |
| YTD | +56.9% | -19.8% | +76.7% | +64.2% |
| 1Y | +38.0% | -18.0% | +56.0% | +43.4% |
| 3Y | +64.8% | -8.8% | +73.6% | +61.6% |
| 5Y | +447.1% | -30.2% | +477.3% | +465.4% |
| 10Y | +545.8% | +132.0% | +413.8% | +296.2% |
| All | +1,184.1% | +5,248.7% | -4,064.6% | +90.3% |
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