+7.8%
DBX vs PSKY
-71.8%
+79.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.4% | +7.7% | +3.1% |
| 7D | +0.3% | -6.8% | +7.1% | +1.3% |
| 30D | 0.0% | +10.2% | -10.2% | -1.5% |
| 3M | +26.1% | +0.3% | +25.8% | +25.8% |
| 6M | +29.4% | -7.8% | +37.1% | +30.3% |
| YTD | +24.4% | -23.0% | +47.4% | +27.8% |
| 1Y | +10.9% | -31.6% | +42.5% | +14.8% |
| 3Y | +24.1% | -21.3% | +45.4% | +19.8% |
| 5Y | +7.8% | -71.5% | +79.2% | +26.6% |
| All | +7.8% | -71.8% | +79.6% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling