+367.2%
PCAR vs DPZ
+154.5%
+212.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | -0.5% | -2.5% | +2.0% | -0.1% |
| 30D | -6.2% | -7.0% | +0.7% | -5.2% |
| 3M | +5.9% | +11.6% | -5.7% | +3.7% |
| 6M | +0.4% | -15.2% | +15.6% | +2.7% |
| YTD | +14.8% | -17.2% | +32.1% | +17.8% |
| 1Y | +30.1% | -24.8% | +55.0% | +35.6% |
| 3Y | +66.7% | -8.7% | +75.3% | +66.7% |
| 5Y | +166.1% | -28.9% | +195.0% | +171.0% |
| All | +367.2% | +154.5% | +212.7% | +280.1% |
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