+4.9%
DG vs PSKY
-21.8%
+26.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.4% | +2.8% | -2.2% |
| 7D | -4.8% | -6.8% | +2.0% | -4.3% |
| 30D | +1.8% | +10.2% | -8.5% | +1.0% |
| 3M | +14.5% | +0.3% | +14.2% | +14.4% |
| 6M | -13.6% | -7.8% | -5.8% | -13.3% |
| YTD | -4.8% | -23.0% | +18.1% | -3.6% |
| 1Y | +21.6% | -31.6% | +53.2% | +23.7% |
| All | +4.9% | -21.8% | +26.8% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling