+60.0%
DLR vs PSKY
-12.8%
+72.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.6% |
| 7D | +3.4% | +2.4% | +1.0% | +3.3% |
| 30D | -2.2% | +17.5% | -19.7% | -2.6% |
| 3M | +4.7% | +4.4% | +0.3% | +4.7% |
| 6M | +9.0% | -9.0% | +18.0% | +9.3% |
| YTD | +24.1% | -18.6% | +42.7% | +24.9% |
| 1Y | +20.9% | -27.7% | +48.7% | +22.0% |
| 3Y | +60.0% | -16.9% | +76.9% | +57.2% |
| All | +60.0% | -12.8% | +72.8% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling