-21.0%
PCG vs DPZ
-3.1%
-17.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.7% |
| 7D | -1.6% | +6.6% | -8.2% | -2.3% |
| 30D | +1.4% | +10.3% | -8.9% | +0.2% |
| 3M | -23.4% | -6.2% | -17.2% | -22.8% |
| 6M | -19.4% | +4.2% | -23.6% | -19.9% |
| YTD | -18.5% | -18.4% | -0.1% | -16.9% |
| 1Y | -19.5% | -14.9% | -4.6% | -18.4% |
| 3Y | -21.0% | -4.6% | -16.4% | -22.5% |
| All | -21.0% | -3.1% | -17.9% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling