-33.3%
DPZ vs PSKY
-78.3%
+45.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.8% | +6.7% | +2.0% |
| 7D | -0.2% | -24.6% | +24.3% | +0.9% |
| 30D | -4.1% | -36.1% | +32.1% | -2.3% |
| 3M | -3.4% | -37.1% | +33.7% | -1.9% |
| 6M | -15.3% | -40.5% | +25.2% | -13.6% |
| YTD | -24.7% | -47.7% | +23.0% | -22.6% |
| 1Y | -24.4% | -58.4% | +34.0% | -21.0% |
| 3Y | -7.8% | -40.7% | +32.9% | -9.3% |
| All | -33.3% | -78.3% | +45.0% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling