+400.8%
DHI vs PSKY
-43.6%
+444.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.0% |
| 7D | -3.4% | -2.4% | -1.0% | -2.7% |
| 30D | -5.4% | +11.6% | -17.0% | -9.1% |
| 3M | -10.4% | +1.5% | -12.0% | -11.4% |
| 6M | -2.8% | +7.7% | -10.5% | -6.9% |
| YTD | -3.4% | -20.1% | +16.7% | +0.9% |
| 1Y | -22.9% | -38.3% | +15.4% | -13.3% |
| 3Y | +20.7% | -17.7% | +38.4% | +8.0% |
| 5Y | +62.1% | -69.9% | +132.0% | +94.1% |
| 10Y | +410.4% | -74.7% | +485.2% | +400.2% |
| All | +400.8% | -43.6% | +444.5% | +196.7% |
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 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