+130.9%
DPZ vs PFGC
+366.4%
-235.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +2.2% | +15.0% | -12.9% | 0.0% |
| 30D | +6.7% | +17.0% | -10.3% | +4.2% |
| 3M | -4.5% | -2.5% | -2.1% | -4.3% |
| 6M | +3.3% | +19.2% | -15.9% | +0.6% |
| YTD | -19.4% | +23.4% | -42.9% | -22.2% |
| 1Y | -17.3% | +13.9% | -31.1% | -19.2% |
| 3Y | -8.4% | +82.0% | -90.4% | -16.2% |
| 5Y | -28.2% | +128.7% | -156.9% | -36.7% |
| 10Y | +130.9% | +361.5% | -230.7% | +69.9% |
| All | +130.9% | +366.4% | -235.5% | +69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling