+1,285.6%
PSA vs DPZ
+5,417.8%
-4,132.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | -3.7% | -2.5% | -1.1% | -2.9% |
| 30D | -7.7% | -7.0% | -0.8% | -5.7% |
| 3M | -0.6% | +11.6% | -12.2% | -4.5% |
| 6M | -0.9% | -15.2% | +14.3% | +3.7% |
| YTD | +18.7% | -17.2% | +35.9% | +24.8% |
| 1Y | +7.6% | -24.8% | +32.5% | +16.7% |
| 3Y | +23.7% | -8.7% | +32.3% | +22.8% |
| 5Y | +13.7% | -28.9% | +42.6% | +19.3% |
| 10Y | +98.9% | +153.6% | -54.8% | +17.3% |
| All | +1,285.6% | +5,417.8% | -4,132.2% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling