+400.3%
DXCM vs PSKY
-85.2%
+485.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +2.9% | -1.5% |
| 7D | +2.3% | -24.6% | +26.9% | +4.2% |
| 30D | +1.6% | -36.1% | +37.7% | +4.7% |
| 3M | +44.3% | -54.8% | +99.1% | +49.3% |
| 6M | +44.3% | -54.8% | +99.1% | +49.3% |
| YTD | +44.3% | -54.8% | +99.1% | +49.3% |
| 1Y | +29.7% | -58.4% | +88.1% | +35.5% |
| 3Y | +9.0% | -40.7% | +49.7% | +2.9% |
| 5Y | -36.8% | -80.0% | +43.2% | -30.7% |
| All | +400.3% | -85.2% | +485.5% | +453.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling