+490.5%
DDOG vs PSKY
-71.6%
+562.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.1% | -1.8% |
| 7D | +3.2% | -6.0% | +9.2% | +4.1% |
| 30D | -10.2% | +10.7% | -20.8% | -11.6% |
| 3M | -2.6% | +1.2% | -3.8% | -3.1% |
| 6M | +80.1% | +1.5% | +78.7% | +78.7% |
| YTD | +63.0% | -21.8% | +84.8% | +67.1% |
| 1Y | +59.4% | -30.2% | +89.5% | +64.8% |
| 3Y | +127.0% | -20.1% | +147.1% | +119.6% |
| 5Y | +61.7% | -70.5% | +132.2% | +76.9% |
| All | +490.5% | -71.6% | +562.1% | +645.9% |
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