+657.6%
DIA vs PSKY
-63.1%
+720.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | +0.5% |
| 7D | +0.6% | -24.6% | +25.2% | +5.2% |
| 30D | -0.8% | -36.1% | +35.4% | +6.9% |
| 3M | +58.7% | -39.9% | +98.6% | +66.5% |
| 6M | +58.7% | -39.9% | +98.6% | +66.5% |
| YTD | +58.7% | -39.9% | +98.6% | +66.5% |
| 1Y | +58.7% | -39.9% | +98.6% | +66.5% |
| 3Y | +60.3% | -40.7% | +101.0% | +67.5% |
| 5Y | +60.4% | -80.0% | +140.4% | +105.1% |
| 10Y | +247.2% | -84.4% | +331.6% | +307.3% |
| All | +657.6% | -63.1% | +720.6% | +509.7% |
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