+583.4%
DG vs PSKY
+12.8%
+570.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +8.4% | -0.2% | +8.6% | +8.4% |
| 30D | +4.9% | +24.0% | -19.0% | +2.5% |
| 3M | +29.3% | +2.2% | +27.2% | +28.8% |
| 6M | -11.3% | -9.0% | -2.3% | -10.8% |
| YTD | +1.8% | -18.1% | +19.9% | +3.1% |
| 1Y | +25.3% | -25.1% | +50.4% | +27.3% |
| 3Y | +9.1% | -16.3% | +25.4% | +5.9% |
| 5Y | -34.9% | -70.4% | +35.5% | -30.6% |
| 10Y | +108.2% | -74.2% | +182.3% | +113.6% |
| All | +583.4% | +12.8% | +570.6% | +379.4% |
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