+113.3%
PCAR vs DPZ
-28.2%
+141.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +3.8% | +2.2% | +1.7% | +3.4% |
| 30D | -2.0% | +6.7% | -8.7% | -3.2% |
| 3M | -19.1% | -4.5% | -14.6% | -18.5% |
| 6M | -6.8% | +3.3% | -10.1% | -7.9% |
| YTD | -2.5% | -19.4% | +17.0% | +1.3% |
| 1Y | +9.7% | -17.3% | +26.9% | +13.1% |
| 3Y | +34.0% | -8.4% | +42.3% | +33.2% |
| 5Y | +113.3% | -28.2% | +141.6% | +104.7% |
| All | +113.3% | -28.2% | +141.6% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling