+677.5%
DIA vs PSKY
-42.2%
+719.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -1.5% | +24.0% | -25.5% | -5.9% |
| 3M | +3.8% | +2.2% | +1.6% | +2.9% |
| 6M | +10.3% | -9.0% | +19.2% | +11.3% |
| YTD | +12.1% | -18.1% | +30.2% | +14.7% |
| 1Y | +18.6% | -25.1% | +43.7% | +22.1% |
| 3Y | +60.6% | -16.3% | +77.0% | +49.8% |
| 5Y | +64.4% | -70.4% | +134.8% | +85.8% |
| 10Y | +250.1% | -74.2% | +324.3% | +251.7% |
| All | +677.5% | -42.2% | +719.7% | +445.5% |
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