+9.7%
PCAR vs DPZ
-17.6%
+27.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +3.8% | +2.2% | +1.7% | +3.6% |
| 30D | -2.0% | +6.7% | -8.7% | -2.6% |
| 3M | -19.1% | -4.5% | -14.6% | -19.1% |
| 6M | -6.8% | +3.3% | -10.1% | -7.1% |
| YTD | -2.5% | -19.4% | +17.0% | -0.1% |
| 1Y | +9.7% | -17.3% | +26.9% | +11.0% |
| All | +9.7% | -17.6% | +27.2% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling