-98.3%
DFNS vs PSKY
-30.5%
-67.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.4% | +0.7% | -4.3% |
| 7D | +4.6% | -6.8% | +11.5% | +5.0% |
| 30D | -73.9% | +10.2% | -84.1% | -73.9% |
| 3M | -71.7% | +0.3% | -72.0% | -70.5% |
| 6M | -94.6% | -7.8% | -86.8% | -94.2% |
| YTD | -98.1% | -23.0% | -75.1% | -97.9% |
| 1Y | -98.3% | -31.6% | -66.7% | -98.0% |
| All | -98.3% | -30.5% | -67.8% | -98.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling