+941.3%
DOV vs PSKY
-42.2%
+983.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.4% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -8.1% | +24.0% | -32.1% | -13.6% |
| 3M | -9.4% | +2.2% | -11.6% | -10.5% |
| 6M | -12.6% | -9.0% | -3.6% | -11.8% |
| YTD | -0.5% | -18.1% | +17.7% | +2.3% |
| 1Y | +9.2% | -25.1% | +34.4% | +12.8% |
| 3Y | +34.1% | -16.3% | +50.5% | +20.8% |
| 5Y | +17.3% | -70.4% | +87.6% | +37.1% |
| 10Y | +284.9% | -74.2% | +359.1% | +284.2% |
| All | +941.3% | -42.2% | +983.5% | +536.9% |
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