+1,505.6%
PCAR vs DPZ
+5,417.8%
-3,912.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.7% |
| 7D | -0.5% | -2.5% | +2.0% | +0.3% |
| 30D | -6.2% | -7.0% | +0.7% | -4.2% |
| 3M | +5.9% | +11.6% | -5.7% | +1.5% |
| 6M | +0.4% | -15.2% | +15.6% | +4.7% |
| YTD | +14.8% | -17.2% | +32.1% | +20.3% |
| 1Y | +30.1% | -24.8% | +55.0% | +40.6% |
| 3Y | +66.7% | -8.7% | +75.3% | +64.8% |
| 5Y | +166.1% | -28.9% | +195.0% | +178.1% |
| 10Y | +353.7% | +153.6% | +200.0% | +165.4% |
| All | +1,505.6% | +5,417.8% | -3,912.2% | +159.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling