-41.6%
DOCS vs PSKY
-81.3%
+39.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | +0.2% |
| 7D | +1.5% | -24.6% | +26.1% | +11.5% |
| 30D | +17.4% | -36.1% | +53.5% | +36.9% |
| 3M | -39.2% | -54.8% | +15.6% | -9.4% |
| 6M | -39.2% | -54.8% | +15.6% | -9.4% |
| YTD | -39.2% | -54.8% | +15.6% | -9.4% |
| 1Y | -54.0% | -58.4% | +4.4% | -30.1% |
| 3Y | +39.3% | -40.7% | +79.9% | +69.3% |
| 5Y | -55.7% | -80.0% | +24.3% | -13.5% |
| All | -41.6% | -81.3% | +39.7% | +27.4% |
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