-99.9%
DFNS vs PSKY
-50.8%
-49.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | 0.0% | +1.6% |
| 7D | -3.3% | -6.0% | +2.6% | -3.5% |
| 30D | -73.1% | +10.7% | -83.8% | -73.0% |
| 3M | -71.4% | +1.2% | -72.5% | -71.1% |
| 6M | -93.8% | +1.5% | -95.3% | -93.8% |
| YTD | -98.0% | -21.8% | -76.3% | -98.0% |
| 1Y | -98.2% | -30.2% | -68.0% | -98.2% |
| 3Y | -99.9% | -20.1% | -79.8% | -99.9% |
| 5Y | -99.9% | -70.5% | -29.4% | -99.9% |
| All | -99.9% | -50.8% | -49.1% | -99.9% |
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