+121.1%
DPZ vs PFG
+203.0%
-81.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.1% | -0.7% |
| 7D | +3.7% | +2.3% | +1.4% | +3.3% |
| 30D | +8.0% | +7.6% | +0.4% | +6.8% |
| 3M | -4.2% | +2.5% | -6.7% | -4.6% |
| 6M | +4.6% | +16.6% | -12.0% | +2.0% |
| YTD | -18.4% | +34.1% | -52.5% | -22.2% |
| 1Y | -16.8% | +44.1% | -60.8% | -21.5% |
| 3Y | -5.0% | +86.3% | -91.3% | -13.8% |
| 5Y | -27.8% | +101.6% | -129.4% | -35.1% |
| 10Y | +121.1% | +197.9% | -76.8% | +98.9% |
| All | +121.1% | +203.0% | -81.9% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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