+592.7%
DG vs PSKY
-27.9%
+620.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +0.8% |
| 7D | +5.6% | -24.6% | +30.2% | +7.7% |
| 30D | +4.5% | -36.1% | +40.7% | +8.1% |
| 3M | +31.8% | -34.7% | +66.5% | +34.9% |
| 6M | +9.9% | -40.5% | +50.5% | +13.5% |
| YTD | +3.1% | -47.7% | +50.8% | +7.4% |
| 1Y | +31.8% | -58.4% | +90.2% | +40.3% |
| 3Y | +26.1% | -40.7% | +66.8% | +24.4% |
| 5Y | -31.1% | -80.0% | +48.9% | -25.1% |
| 10Y | +123.5% | -84.4% | +207.9% | +139.0% |
| All | +592.7% | -27.9% | +620.6% | +399.4% |
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