+278.2%
PCAR vs DPZ
+116.9%
+161.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +3.8% | +2.2% | +1.7% | +3.5% |
| 30D | -2.0% | +6.7% | -8.7% | -3.0% |
| 3M | -19.1% | -4.5% | -14.6% | -18.6% |
| 6M | -6.8% | +3.3% | -10.1% | -7.7% |
| YTD | -2.5% | -19.4% | +17.0% | +0.4% |
| 1Y | +9.7% | -17.3% | +26.9% | +12.4% |
| 3Y | +34.0% | -8.4% | +42.3% | +34.0% |
| 5Y | +113.3% | -28.2% | +141.6% | +117.1% |
| 10Y | +278.2% | +130.9% | +147.3% | +221.6% |
| All | +278.2% | +116.9% | +161.3% | +221.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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