+124.0%
DPZ vs PFGC
+347.9%
-224.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.9% |
| 7D | +6.6% | +8.5% | -2.0% | +5.2% |
| 30D | +10.3% | +15.0% | -4.7% | +8.0% |
| 3M | -6.2% | -6.2% | 0.0% | -5.4% |
| 6M | +4.2% | +15.7% | -11.5% | +1.9% |
| YTD | -18.4% | +19.6% | -37.9% | -20.8% |
| 1Y | -14.9% | +13.2% | -28.1% | -16.8% |
| 3Y | -4.6% | +77.0% | -81.6% | -12.4% |
| 5Y | -27.4% | +121.5% | -148.9% | -35.6% |
| All | +124.0% | +347.9% | -224.0% | +67.4% |
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