-25.8%
DPZ vs PFGC
+131.9%
-157.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +9.5% | +12.5% | -3.0% | +5.5% |
| 30D | +12.8% | +17.0% | -4.2% | +7.4% |
| 3M | -6.2% | -2.1% | -4.2% | -6.0% |
| 6M | +4.3% | +25.9% | -21.6% | -3.1% |
| YTD | -16.6% | +22.0% | -38.6% | -22.3% |
| 1Y | -12.8% | +14.8% | -27.7% | -17.3% |
| 3Y | -0.8% | +80.8% | -81.7% | -18.5% |
| 5Y | -25.8% | +126.0% | -151.8% | -43.7% |
| All | -25.8% | +131.9% | -157.7% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling