-37.1%
DOW vs PSKY
-70.1%
+33.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.4% |
| 7D | -1.4% | -2.4% | +1.0% | -1.1% |
| 30D | -3.9% | +11.6% | -15.5% | -5.6% |
| 3M | -12.7% | +1.5% | -14.2% | -13.1% |
| 6M | -13.7% | +7.7% | -21.4% | -15.4% |
| YTD | +28.4% | -20.1% | +48.5% | +31.3% |
| 1Y | +21.8% | -38.3% | +60.0% | +29.3% |
| 3Y | -35.7% | -17.7% | -18.0% | -38.1% |
| All | -37.1% | -70.1% | +33.0% | -20.6% |
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