+7.0%
DXCM vs PSKY
-30.5%
+37.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.5% |
| 7D | -6.5% | -6.8% | +0.4% | -6.1% |
| 30D | -4.3% | +10.2% | -14.5% | -4.8% |
| 3M | +7.3% | +0.3% | +7.0% | +7.0% |
| 6M | +22.0% | -7.8% | +29.8% | +21.8% |
| YTD | +26.4% | -23.0% | +49.4% | +25.0% |
| 1Y | +7.0% | -31.6% | +38.6% | +6.1% |
| All | +7.0% | -30.5% | +37.5% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling