-21.7%
PCG vs DPZ
+5,460.8%
-5,482.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.3% |
| 7D | 0.0% | +9.5% | -9.5% | -1.5% |
| 30D | +5.8% | +12.8% | -7.0% | +3.7% |
| 3M | -22.8% | -6.2% | -16.5% | -22.1% |
| 6M | -18.4% | +4.3% | -22.7% | -19.3% |
| YTD | -16.9% | -16.6% | -0.3% | -14.9% |
| 1Y | -17.6% | -12.8% | -4.8% | -16.4% |
| 3Y | -20.0% | -0.8% | -19.1% | -21.5% |
| 5Y | +16.0% | -25.8% | +41.8% | +17.9% |
| 10Y | -76.7% | +130.9% | -207.6% | -80.6% |
| All | -21.7% | +5,460.8% | -5,482.5% | -62.3% |
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