-13.9%
DPZ vs PCOR
-10.0%
-3.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +9.5% | +23.7% | -14.2% | +5.3% |
| 30D | +12.8% | +39.0% | -26.2% | +6.3% |
| 3M | -6.2% | +35.8% | -42.0% | -11.5% |
| 6M | +4.3% | +38.2% | -34.0% | -2.5% |
| YTD | -16.6% | +3.9% | -20.5% | -18.9% |
| 1Y | -12.8% | +5.7% | -18.5% | -15.7% |
| 3Y | -0.8% | +44.8% | -45.6% | -12.0% |
| 5Y | -25.8% | -19.8% | -6.0% | -32.2% |
| All | -13.9% | -10.0% | -3.9% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling