-72.9%
DOCU vs PSKY
-78.3%
+5.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.8% | +1.1% | -2.3% |
| 7D | +5.0% | -24.6% | +29.6% | +12.6% |
| 30D | +7.0% | -36.1% | +43.1% | +20.5% |
| 3M | +7.1% | -53.4% | +60.5% | +28.3% |
| 6M | +7.1% | -53.4% | +60.5% | +28.3% |
| YTD | +7.1% | -53.4% | +60.5% | +28.3% |
| 1Y | +11.2% | -58.4% | +69.6% | +37.7% |
| 3Y | +79.1% | -40.7% | +119.8% | +73.9% |
| All | -72.9% | -78.3% | +5.5% | -71.4% |
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 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