+155.0%
DPZ vs PSKY
-74.2%
+229.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | -2.5% | -0.2% | -2.4% | -2.5% |
| 30D | -7.0% | +24.0% | -30.9% | -8.2% |
| 3M | +11.6% | +2.2% | +9.4% | +11.4% |
| 6M | -15.2% | -9.0% | -6.2% | -14.9% |
| YTD | -17.2% | -18.1% | +0.9% | -16.6% |
| 1Y | -24.8% | -25.1% | +0.3% | -24.1% |
| 3Y | -8.7% | -16.3% | +7.7% | -9.8% |
| 5Y | -28.9% | -70.4% | +41.5% | -27.4% |
| All | +155.0% | -74.2% | +229.2% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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