+22.3%
DBX vs PSKY
-73.8%
+96.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.2% |
| 7D | -2.4% | -0.2% | -2.3% | -2.4% |
| 30D | -0.5% | +24.0% | -24.5% | -4.1% |
| 3M | +28.1% | +2.2% | +25.9% | +27.3% |
| 6M | +33.1% | -9.0% | +42.1% | +34.5% |
| YTD | +25.3% | -18.1% | +43.4% | +28.1% |
| 1Y | +18.3% | -25.1% | +43.5% | +21.5% |
| 3Y | +25.0% | -16.3% | +41.4% | +18.9% |
| 5Y | +7.5% | -70.4% | +77.9% | +21.9% |
| All | +22.3% | -73.8% | +96.1% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling