-14.5%
DPZ vs PFGC
+12.5%
-26.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +13.5% | -8.1% | +1.7% |
| 7D | +10.1% | +13.9% | -3.8% | +6.1% |
| 30D | +14.6% | +18.4% | -3.7% | +9.5% |
| 3M | -6.8% | -2.5% | -4.2% | -7.2% |
| 6M | +4.4% | +26.0% | -21.6% | -0.4% |
| YTD | -16.8% | +21.9% | -38.7% | -21.5% |
| 1Y | -14.5% | +13.4% | -27.8% | -16.0% |
| All | -14.5% | +12.5% | -26.9% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling