-76.7%
PCG vs DPZ
+125.0%
-201.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.1% | +3.7% | -4.7% | -1.8% |
| 30D | +0.1% | +8.0% | -7.9% | -1.6% |
| 3M | -24.4% | -4.2% | -20.2% | -23.9% |
| 6M | -17.7% | +4.6% | -22.2% | -18.8% |
| YTD | -17.4% | -18.4% | +1.0% | -14.6% |
| 1Y | -19.4% | -16.8% | -2.6% | -17.1% |
| 3Y | -18.6% | -5.0% | -13.6% | -20.2% |
| 5Y | +10.2% | -27.8% | +38.0% | +13.0% |
| 10Y | -76.7% | +121.1% | -197.8% | -81.5% |
| All | -76.7% | +125.0% | -201.7% | -81.5% |
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