+45.7%
DUK vs PSKY
-18.9%
+64.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | -0.7% | -2.4% | +1.7% | -0.6% |
| 30D | -2.4% | +11.6% | -14.0% | -2.8% |
| 3M | -3.0% | +1.5% | -4.5% | -3.1% |
| 6M | -6.6% | +7.7% | -14.3% | -6.9% |
| YTD | +4.6% | -20.1% | +24.7% | +5.1% |
| 1Y | +1.2% | -38.3% | +39.5% | +2.6% |
| 3Y | +45.7% | -17.7% | +63.4% | +44.6% |
| All | +45.7% | -18.9% | +64.6% | +44.6% |
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 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