+5,622.1%
DPZ vs PFG
+532.3%
+5,089.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | -2.5% | +5.5% | -8.1% | -4.0% |
| 30D | -7.0% | +2.4% | -9.3% | -7.6% |
| 3M | +11.6% | +13.6% | -2.0% | +7.8% |
| 6M | -15.2% | +27.9% | -43.1% | -20.6% |
| YTD | -17.2% | +35.6% | -52.8% | -23.9% |
| 1Y | -24.8% | +48.5% | -73.3% | -32.6% |
| 3Y | -8.7% | +66.9% | -75.5% | -21.2% |
| 5Y | -28.9% | +111.0% | -139.9% | -43.1% |
| 10Y | +153.6% | +244.5% | -90.9% | +62.0% |
| All | +5,622.1% | +532.3% | +5,089.8% | +2,545.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling