+9.0%
PCG vs DPZ
-28.2%
+37.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -0.5% | +2.2% | -2.6% | -0.8% |
| 30D | +0.8% | +6.7% | -5.9% | -0.4% |
| 3M | -22.0% | -4.5% | -17.5% | -21.5% |
| 6M | -17.1% | +3.3% | -20.4% | -17.8% |
| YTD | -16.9% | -19.4% | +2.6% | -14.3% |
| 1Y | -19.1% | -17.3% | -1.8% | -17.0% |
| 3Y | -19.4% | -8.4% | -11.1% | -20.6% |
| 5Y | +9.0% | -28.2% | +37.2% | +7.1% |
| All | +9.0% | -28.2% | +37.2% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling