-76.2%
PCG vs DPZ
+116.9%
-193.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -0.5% | +2.2% | -2.6% | -0.9% |
| 30D | +0.8% | +6.7% | -5.9% | -0.6% |
| 3M | -22.0% | -4.5% | -17.5% | -21.5% |
| 6M | -17.1% | +3.3% | -20.4% | -18.1% |
| YTD | -16.9% | -19.4% | +2.6% | -13.8% |
| 1Y | -19.1% | -17.3% | -1.8% | -16.7% |
| 3Y | -19.4% | -8.4% | -11.1% | -20.4% |
| 5Y | +9.0% | -28.2% | +37.2% | +11.9% |
| 10Y | -76.2% | +130.9% | -207.0% | -81.0% |
| All | -76.2% | +116.9% | -193.0% | -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