+45.4%
DOCS vs PSKY
-44.4%
+89.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -1.1% |
| 7D | +1.5% | -24.6% | +26.1% | +4.4% |
| 30D | +17.4% | -36.1% | +53.5% | +22.6% |
| 3M | +24.4% | -37.3% | +61.8% | +29.3% |
| 6M | +27.7% | -40.5% | +68.2% | +33.0% |
| YTD | -30.1% | -47.7% | +17.6% | -26.9% |
| 1Y | -54.0% | -58.4% | +4.4% | -51.4% |
| All | +45.4% | -44.4% | +89.8% | +52.0% |
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