+24.9%
DBX vs PSKY
-74.4%
+99.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.7% | +1.1% |
| 7D | +2.1% | -2.4% | +4.5% | +2.5% |
| 30D | +5.7% | +11.6% | -5.8% | +3.7% |
| 3M | +31.8% | +1.5% | +30.3% | +31.2% |
| 6M | +37.5% | +7.7% | +29.8% | +35.1% |
| YTD | +27.9% | -20.1% | +48.0% | +31.3% |
| 1Y | +15.0% | -38.3% | +53.3% | +22.5% |
| 3Y | +27.2% | -17.7% | +44.9% | +21.3% |
| 5Y | +12.8% | -69.9% | +82.7% | +27.2% |
| All | +24.9% | -74.4% | +99.3% | +41.6% |
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