-50.3%
DOCS vs PSKY
-70.7%
+20.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.1% | -2.4% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | +21.8% | +24.0% | -2.2% | +15.4% |
| 3M | +27.3% | +2.2% | +25.1% | +26.2% |
| 6M | -0.3% | -9.0% | +8.6% | +1.3% |
| YTD | -40.5% | -18.1% | -22.3% | -38.5% |
| 1Y | -61.5% | -25.1% | -36.4% | -59.7% |
| 3Y | +8.2% | -16.3% | +24.5% | -1.2% |
| 5Y | -73.4% | -70.4% | -3.1% | -60.9% |
| All | -50.3% | -70.7% | +20.4% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling