-15.7%
PCG vs DPZ
+5,417.8%
-5,433.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.2% | +2.7% |
| 7D | -13.9% | -2.5% | -11.3% | -13.4% |
| 30D | -16.9% | -7.0% | -9.9% | -15.9% |
| 3M | -14.7% | +11.6% | -26.3% | -16.5% |
| 6M | -23.8% | -15.2% | -8.6% | -22.1% |
| YTD | -10.5% | -17.2% | +6.7% | -8.2% |
| 1Y | -5.1% | -24.8% | +19.7% | -1.2% |
| 3Y | -11.6% | -8.7% | -2.9% | -12.0% |
| 5Y | +59.0% | -28.9% | +87.9% | +62.8% |
| 10Y | -75.7% | +153.6% | -229.4% | -80.1% |
| All | -15.7% | +5,417.8% | -5,433.4% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling