-27.5%
DPZ vs PSLV
+97.9%
-125.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +6.6% | +5.1% | +1.4% | +6.3% |
| 30D | +10.3% | -13.3% | +23.6% | +11.1% |
| 3M | -6.2% | -16.5% | +10.3% | -5.5% |
| 6M | +4.2% | -32.8% | +37.0% | +6.4% |
| YTD | -18.4% | -28.8% | +10.4% | -19.4% |
| 1Y | -14.9% | +5.8% | -20.8% | -20.7% |
| 3Y | -4.6% | +114.8% | -119.4% | -21.8% |
| All | -27.5% | +97.9% | -125.4% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling