+128.9%
DPZ vs PFG
+200.8%
-72.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.9% |
| 7D | +9.5% | -0.7% | +10.2% | +9.6% |
| 30D | +12.8% | +2.8% | +10.0% | +12.3% |
| 3M | -6.2% | -1.0% | -5.2% | -6.2% |
| 6M | +4.3% | +13.6% | -9.3% | +2.1% |
| YTD | -16.6% | +31.1% | -47.7% | -20.2% |
| 1Y | -12.8% | +43.8% | -56.6% | -17.8% |
| 3Y | -0.8% | +75.0% | -75.9% | -9.2% |
| 5Y | -25.8% | +95.2% | -121.0% | -33.0% |
| All | +128.9% | +200.8% | -72.0% | +106.9% |
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