+467.1%
DDOG vs PSKY
-70.3%
+537.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.6% |
| 7D | -10.1% | -0.2% | -10.0% | -10.2% |
| 30D | -24.8% | +24.0% | -48.8% | -27.3% |
| 3M | -12.6% | +2.2% | -14.8% | -13.1% |
| 6M | +79.9% | -9.0% | +88.9% | +81.4% |
| YTD | +56.6% | -18.1% | +74.7% | +59.5% |
| 1Y | +61.6% | -25.1% | +86.7% | +65.5% |
| 3Y | +117.9% | -16.3% | +134.2% | +109.5% |
| 5Y | +54.2% | -70.4% | +124.6% | +68.6% |
| All | +467.1% | -70.3% | +537.4% | +612.3% |
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