+50.6%
DDOG vs PSKY
-70.7%
+121.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -6.1% | +2.4% | -8.4% | -6.5% |
| 30D | -10.1% | +17.5% | -27.7% | -12.5% |
| 3M | -9.3% | +4.4% | -13.7% | -10.2% |
| 6M | +67.2% | -9.0% | +76.2% | +68.8% |
| YTD | +54.6% | -18.6% | +73.2% | +58.1% |
| 1Y | +54.1% | -27.7% | +81.8% | +59.3% |
| 3Y | +115.3% | -16.9% | +132.1% | +105.0% |
| 5Y | +50.6% | -70.3% | +120.9% | +74.4% |
| All | +50.6% | -70.7% | +121.3% | +74.4% |
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 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