+24.9%
DBX vs PSKY
-83.3%
+108.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.8% | +2.2% | -1.9% |
| 7D | +3.5% | -24.6% | +28.1% | +7.6% |
| 30D | -4.7% | -36.1% | +31.5% | +1.8% |
| 3M | +33.7% | -39.9% | +73.6% | +41.1% |
| 6M | +33.7% | -39.9% | +73.6% | +41.1% |
| YTD | +33.7% | -39.9% | +73.6% | +41.1% |
| 1Y | +33.7% | -39.9% | +73.6% | +41.1% |
| 3Y | +28.0% | -40.7% | +68.7% | +34.6% |
| 5Y | +17.4% | -80.0% | +97.5% | +48.4% |
| All | +24.9% | -83.3% | +108.1% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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