-4.1%
DPZ vs PSLV
+110.4%
-114.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +2.6% |
| 7D | +2.2% | -6.3% | +8.5% | +2.4% |
| 30D | +15.5% | -12.7% | +28.2% | +15.9% |
| 3M | -2.0% | -24.7% | +22.7% | -1.3% |
| 6M | +12.1% | -44.6% | +56.7% | +14.6% |
| YTD | -16.6% | -33.3% | +16.7% | -17.9% |
| 1Y | -14.6% | -8.6% | -6.0% | -19.0% |
| 3Y | -4.1% | +108.2% | -112.3% | -21.4% |
| All | -4.1% | +110.4% | -114.5% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling