+98.2%
DG vs PSKY
-74.6%
+172.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.1% |
| 7D | -6.5% | -2.4% | -4.1% | -6.3% |
| 30D | +4.2% | +11.6% | -7.4% | +3.3% |
| 3M | +9.5% | +1.5% | +8.0% | +9.3% |
| 6M | -13.1% | +7.7% | -20.8% | -13.8% |
| YTD | -4.8% | -20.1% | +15.3% | -3.8% |
| 1Y | +20.6% | -38.3% | +58.9% | +24.0% |
| 3Y | +4.9% | -17.7% | +22.7% | +2.9% |
| 5Y | -37.9% | -69.9% | +32.0% | -35.8% |
| All | +98.2% | -74.6% | +172.8% | +118.6% |
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