+155.0%
DPZ vs PFG
+244.0%
-89.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | -2.5% | +5.5% | -8.1% | -3.4% |
| 30D | -7.0% | +2.4% | -9.3% | -7.3% |
| 3M | +11.6% | +13.6% | -2.0% | +9.3% |
| 6M | -15.2% | +27.9% | -43.1% | -18.5% |
| YTD | -17.2% | +35.6% | -52.8% | -21.3% |
| 1Y | -24.8% | +48.5% | -73.3% | -29.5% |
| 3Y | -8.7% | +66.9% | -75.5% | -16.1% |
| 5Y | -28.9% | +111.0% | -139.9% | -36.5% |
| All | +155.0% | +244.0% | -89.0% | +105.8% |
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