+124.0%
DPZ vs PFG
+195.7%
-71.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | +6.6% | -0.6% | +7.2% | +6.7% |
| 30D | +10.3% | +2.0% | +8.3% | +10.0% |
| 3M | -6.2% | -3.2% | -3.0% | -5.7% |
| 6M | +4.2% | +10.9% | -6.7% | +2.5% |
| YTD | -18.4% | +28.8% | -47.2% | -21.7% |
| 1Y | -14.9% | +39.2% | -54.1% | -19.4% |
| 3Y | -4.6% | +75.0% | -79.7% | -12.7% |
| 5Y | -27.4% | +91.9% | -119.3% | -34.2% |
| All | +124.0% | +195.7% | -71.8% | +103.0% |
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