+152.4%
DPZ vs PSLV
+183.8%
-31.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.6% |
| 7D | -1.5% | +2.7% | -4.1% | -1.6% |
| 30D | -4.4% | +3.5% | -7.9% | -4.7% |
| 3M | +7.6% | +0.3% | +7.4% | +7.4% |
| 6M | -16.9% | -21.0% | +4.1% | -15.8% |
| YTD | -18.6% | -8.9% | -9.7% | -20.0% |
| 1Y | -26.7% | +54.0% | -80.6% | -32.4% |
| 3Y | -9.3% | +175.4% | -184.8% | -22.6% |
| 5Y | -31.0% | +157.7% | -188.7% | -41.2% |
| 10Y | +152.4% | +184.9% | -32.6% | +105.1% |
| All | +152.4% | +183.8% | -31.4% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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