+2,666.2%
DPZ vs PSKY
-63.1%
+2,729.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.8% | +6.7% | +2.7% |
| 7D | -0.2% | -24.6% | +24.3% | +4.3% |
| 30D | -4.1% | -36.1% | +32.1% | +3.4% |
| 3M | -5.4% | -37.3% | +31.9% | 0.0% |
| 6M | -15.3% | -40.5% | +25.2% | -9.6% |
| YTD | -24.7% | -47.7% | +23.0% | -18.3% |
| 1Y | -24.4% | -58.4% | +34.0% | -14.7% |
| 3Y | -7.8% | -40.7% | +32.9% | -10.3% |
| 5Y | -26.9% | -80.0% | +53.1% | -14.1% |
| 10Y | +130.2% | -84.4% | +214.6% | +148.0% |
| All | +2,666.2% | -63.1% | +2,729.3% | +1,902.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling