+27.9%
DVN vs PSKY
-45.6%
+73.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.6% | +3.0% |
| 7D | -0.1% | -6.8% | +6.7% | +2.2% |
| 30D | +8.0% | +10.2% | -2.3% | +4.1% |
| 3M | +11.9% | +0.3% | +11.6% | +10.8% |
| 6M | +10.6% | -7.8% | +18.4% | +11.1% |
| YTD | +35.4% | -23.0% | +58.3% | +42.6% |
| 1Y | +46.5% | -31.6% | +78.1% | +56.9% |
| 3Y | +3.0% | -21.3% | +24.3% | -8.1% |
| 5Y | +120.5% | -71.5% | +192.0% | +165.2% |
| 10Y | +62.5% | -75.6% | +138.1% | +73.2% |
| All | +27.9% | -45.6% | +73.6% | -26.9% |
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