+549.3%
DUK vs PSKY
-45.6%
+594.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | 0.0% |
| 7D | -0.1% | -6.8% | +6.7% | +0.7% |
| 30D | +0.2% | +10.2% | -10.0% | -1.0% |
| 3M | -1.9% | +0.3% | -2.2% | -2.1% |
| 6M | -6.5% | -7.8% | +1.2% | -6.2% |
| YTD | +5.4% | -23.0% | +28.4% | +7.6% |
| 1Y | +3.6% | -31.6% | +35.2% | +6.5% |
| 3Y | +48.1% | -21.3% | +69.4% | +44.0% |
| 5Y | +39.6% | -71.5% | +111.0% | +50.2% |
| 10Y | +131.8% | -75.6% | +207.5% | +128.3% |
| All | +549.3% | -45.6% | +594.9% | +444.6% |
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 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