-14.1%
DPZ vs PCOR
-10.0%
-4.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +19.7% | -14.2% | +2.0% |
| 7D | +10.1% | +21.8% | -11.7% | +6.2% |
| 30D | +14.6% | +39.5% | -24.9% | +7.9% |
| 3M | -6.8% | +35.2% | -42.0% | -12.0% |
| 6M | +4.4% | +21.7% | -17.4% | -0.5% |
| YTD | -16.8% | +3.9% | -20.8% | -19.2% |
| 1Y | -14.5% | +6.9% | -21.4% | -17.4% |
| 3Y | -1.1% | +44.8% | -45.9% | -12.3% |
| 5Y | -28.0% | -21.9% | -6.0% | -34.0% |
| All | -14.1% | -10.0% | -4.1% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling