+129.9%
PSA vs DPZ
+140.2%
-10.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.8% | -0.6% |
| 7D | -1.4% | +2.2% | -3.7% | -1.8% |
| 30D | +15.2% | +15.5% | -0.3% | +12.5% |
| 3M | +2.2% | -2.0% | +4.2% | +2.4% |
| 6M | +11.7% | +12.1% | -0.5% | +9.3% |
| YTD | +32.0% | -16.6% | +48.6% | +35.0% |
| 1Y | +26.3% | -14.6% | +40.9% | +28.7% |
| 3Y | +52.4% | -4.1% | +56.5% | +51.7% |
| 5Y | +26.3% | -28.3% | +54.6% | +28.9% |
| All | +129.9% | +140.2% | -10.3% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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