-28.9%
DPZ vs PSLV
+79.9%
-108.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +2.7% |
| 7D | +2.2% | -6.3% | +8.5% | +2.6% |
| 30D | +15.5% | -12.7% | +28.2% | +16.3% |
| 3M | -2.0% | -24.7% | +22.7% | -0.7% |
| 6M | +12.1% | -44.6% | +56.7% | +16.1% |
| YTD | -16.6% | -33.3% | +16.7% | -17.3% |
| 1Y | -14.6% | -8.6% | -6.0% | -19.1% |
| 3Y | -4.1% | +108.2% | -112.3% | -21.4% |
| All | -28.9% | +79.9% | -108.8% | -38.7% |
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