+203.0%
DD vs PSKY
-42.2%
+245.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | -10.3% | +24.0% | -34.3% | -16.5% |
| 3M | -7.5% | +2.2% | -9.7% | -8.7% |
| 6M | -8.0% | -9.0% | +1.0% | -7.0% |
| YTD | +10.5% | -18.1% | +28.6% | +14.1% |
| 1Y | +38.3% | -25.1% | +63.4% | +43.7% |
| 3Y | +42.5% | -16.3% | +58.8% | +26.9% |
| 5Y | +60.2% | -70.4% | +130.5% | +92.0% |
| 10Y | +68.9% | -74.2% | +143.0% | +69.6% |
| All | +203.0% | -42.2% | +245.2% | +53.4% |
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