+2,812.4%
DPZ vs PSLV
+117.0%
+2,695.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | -2.5% | -0.6% | -1.9% | -2.5% |
| 30D | -7.0% | +7.3% | -14.2% | -7.4% |
| 3M | +11.6% | -7.4% | +19.0% | +11.9% |
| 6M | -15.2% | -20.3% | +5.1% | -14.3% |
| YTD | -17.2% | -8.2% | -9.0% | -18.0% |
| 1Y | -24.8% | +57.9% | -82.8% | -28.6% |
| 3Y | -8.7% | +162.1% | -170.7% | -16.8% |
| 5Y | -28.9% | +151.2% | -180.1% | -35.4% |
| 10Y | +153.6% | +191.7% | -38.0% | +125.0% |
| All | +2,812.4% | +117.0% | +2,695.4% | +2,382.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling