+42.1%
DLR vs PSKY
-71.8%
+113.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.1% | +0.2% |
| 7D | +2.9% | -6.8% | +9.7% | +3.5% |
| 30D | -1.2% | +10.2% | -11.4% | -2.0% |
| 3M | +2.9% | +0.3% | +2.6% | +2.8% |
| 6M | +6.7% | -7.8% | +14.4% | +7.0% |
| YTD | +23.9% | -23.0% | +46.8% | +25.9% |
| 1Y | +18.6% | -31.6% | +50.3% | +21.3% |
| 3Y | +59.7% | -21.3% | +81.0% | +55.5% |
| 5Y | +42.1% | -71.5% | +113.5% | +47.8% |
| All | +42.1% | -71.8% | +113.9% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling