+45.4%
DOCS vs PSKY
-44.4%
+89.8%
-74.0%
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% | +0.2% |
| 7D | +1.5% | -24.6% | +26.1% | +11.4% |
| 30D | +17.4% | -36.1% | +53.5% | +36.7% |
| 3M | -52.9% | -52.6% | -0.4% | -25.1% |
| 6M | -52.9% | -52.6% | -0.4% | -25.1% |
| YTD | -52.9% | -52.6% | -0.4% | -25.1% |
| 1Y | -54.0% | -58.4% | +4.4% | -26.4% |
| All | +45.4% | -44.4% | +89.8% | +130.1% |
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