+1,213.0%
PCAR vs DPZ
+5,341.2%
-4,128.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -1.7% |
| 7D | +0.1% | +6.6% | -6.5% | -2.0% |
| 30D | -4.6% | +10.3% | -14.9% | -7.6% |
| 3M | -22.6% | -6.2% | -16.4% | -21.2% |
| 6M | -12.0% | +4.2% | -16.2% | -14.0% |
| YTD | -6.1% | -18.4% | +12.3% | -1.3% |
| 1Y | +6.3% | -14.9% | +21.3% | +10.1% |
| 3Y | +31.8% | -4.6% | +36.4% | +28.4% |
| 5Y | +104.2% | -27.4% | +131.6% | +111.9% |
| 10Y | +302.9% | +125.9% | +177.0% | +146.6% |
| All | +1,213.0% | +5,341.2% | -4,128.2% | +112.4% |
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