+155.0%
DPZ vs PFGC
+273.6%
-118.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -2.5% | -2.2% | -0.3% | -2.2% |
| 30D | -7.0% | -11.9% | +5.0% | -5.3% |
| 3M | +11.6% | +5.0% | +6.6% | +10.8% |
| 6M | -15.2% | +8.6% | -23.8% | -16.3% |
| YTD | -17.2% | +9.7% | -26.9% | -18.6% |
| 1Y | -24.8% | -6.3% | -18.6% | -24.4% |
| 3Y | -8.7% | +58.2% | -66.9% | -14.7% |
| 5Y | -28.9% | +110.4% | -139.3% | -36.5% |
| All | +155.0% | +273.6% | -118.6% | +94.8% |
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