+233.1%
DIA vs PSKY
-85.2%
+318.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | -0.1% |
| 7D | +0.6% | -24.6% | +25.2% | +2.3% |
| 30D | -0.8% | -36.1% | +35.4% | +2.0% |
| 3M | +58.7% | -39.9% | +98.6% | +61.6% |
| 6M | +58.7% | -39.9% | +98.6% | +61.6% |
| YTD | +58.7% | -39.9% | +98.6% | +61.6% |
| 1Y | +58.7% | -39.9% | +98.6% | +61.6% |
| 3Y | +60.3% | -40.7% | +101.0% | +62.8% |
| 5Y | +60.4% | -80.0% | +140.4% | +90.6% |
| All | +233.1% | -85.2% | +318.2% | +230.3% |
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