-76.0%
PCG vs DPZ
+140.2%
-216.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.4% | +1.6% |
| 7D | +2.2% | +2.2% | -0.1% | +1.7% |
| 30D | +0.8% | +15.5% | -14.7% | -2.2% |
| 3M | -23.8% | -2.0% | -21.8% | -23.6% |
| 6M | -19.6% | +12.1% | -31.8% | -21.9% |
| YTD | -16.7% | -16.6% | -0.1% | -14.3% |
| 1Y | -19.4% | -14.6% | -4.8% | -17.5% |
| 3Y | -18.3% | -4.1% | -14.2% | -20.0% |
| 5Y | +10.4% | -28.3% | +38.7% | +13.5% |
| All | -76.0% | +140.2% | -216.2% | -81.0% |
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 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